On 2026-07-17, USD/CAD closed at 1.4037, unchanged on the day. It trades at 72.4% of its 52-week range. Its RSI(14) of 40.47 is in the 22nd percentile of its history since 2003, and its 20-day return of -0.73% in the 35th percentile. Leveraged-money positioning is net -25.2% of open interest, in the 27th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.41686 / 1.39783 / 1.38522, with price -0.93% / +0.42% / +1.33% against them. Its 52-week range is 1.3484–1.42478; it closed 1.48% below the high and 4.10% above the low. Its 20-day volatility is 0.219% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00605 (60.5 pips), 0.43% of price. It has returned -0.89% over 5 days and +2.47% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40370 -0.001% · 20d vol 0.219% daily (3rd pct, since 2003 (5916 obs))
price & change (as of 2026-07-17, prior 2026-07-16)
close 1.40370
change -0.00001 (-0.001%, -0.1 pips)
gap -0.00009 (-0.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-17)
range 0.00355 (35.5 pips)
close pos 90.1% of range
moving averages (as of 2026-07-17)
20d MA 1.41686 price below by -0.93%
50d MA 1.39783 price above by +0.42%
200d MA 1.38522 price above by +1.33%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-17)
20d stdev 0.219% daily ≈ 3.5% annualized (×√252) (3rd pct of own history, since 2003 (5916 obs))
vs easing-2024 avg 0.67× (0.219% vs 0.328% era avg)
ATR (as of 2026-07-17)
ATR(14) 0.00605 (60.5 pips)
ATR% 0.43% (3rd pct of own history, since 2003 (5922 obs))
range/ATR 58.7%
52-week range (as of 2026-07-17)
high 1.42478 (-1.48% from high)
low 1.34840 (+4.10% from low)
momentum (as of 2026-07-17)
RSI(14) 40.47 (22nd pct of own history, since 2003 (5922 obs))
returns (as of 2026-07-17)
5d return -0.89%
20d return -0.73%
60d return +2.47%
volatility by rate-era
pre-crisis 0.6422% (from 2003-09-17)
ZIRP-2009 0.5827%
tightening-2015 0.4850%
ZIRP-2019 0.4557%
tightening-2022 0.4399%
easing-2024 0.3282%
positioning (as of 2026-07-14)
next COT as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
net -92,771 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -25.2%
net%OI range -31.9% … -6.8% (own 133w)
w/w change -6,814
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-07-16, daily effective)
next Fed 2026-07-29 (12 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-15, announced target)
next BoC 2026-09-02 (47 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-17)
vs DXY +0.49
vs S&P 500 -0.19
vs DXY beta +0.45 (26w)