On 2026-07-20, USD/CAD closed at 1.40191, down 0.13% on the day. It trades at 70.1% of its 52-week range. Its RSI(14) of 38.12 is in the 17th percentile of its history since 2003, and its 20-day return of -1.09% in the 29th 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 1.41609 / 1.3985 / 1.38525, with price -1.00% / +0.24% / +1.20% against them. Its 52-week range is 1.3484–1.42478; it closed 1.61% below the high and 3.97% above the low. Its 20-day volatility is 0.210% daily, in the 2nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00608 (60.8 pips), 0.43% of price. It has returned -1.02% over 5 days and +2.51% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40191 -0.128% · 20d vol 0.210% daily (2nd pct, since 2003 (5917 obs))
cross-signal: flow signals align USD/CAD down: 20d return, daily %
price & change (as of 2026-07-20, prior 2026-07-17)
close 1.40191
change -0.00179 (-0.128%, -17.9 pips)
gap -0.00177 (-17.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-20)
range 0.00641 (64.1 pips)
close pos 28.2% of range
moving averages (as of 2026-07-20)
20d MA 1.41609 price below by -1.00%
50d MA 1.39850 price above by +0.24%
200d MA 1.38525 price above by +1.20%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-20)
20d stdev 0.210% daily ≈ 3.3% annualized (×√252) (2nd pct of own history, since 2003 (5917 obs))
vs easing-2024 avg 0.64× (0.210% vs 0.328% era avg)
ATR (as of 2026-07-20)
ATR(14) 0.00608 (60.8 pips)
ATR% 0.43% (3rd pct of own history, since 2003 (5923 obs))
range/ATR 105.5%
52-week range (as of 2026-07-20)
high 1.42478 (-1.61% from high)
low 1.34840 (+3.97% from low)
momentum (as of 2026-07-20)
RSI(14) 38.12 (17th pct of own history, since 2003 (5923 obs))
returns (as of 2026-07-20)
5d return -1.02%
20d return -1.09%
60d return +2.51%
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 0.3280%
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 2026-07-20, daily effective)
next Fed 2026-07-29 (9 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-20, announced target)
next BoC 2026-09-02 (44 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-20)
vs DXY +0.45
vs S&P 500 -0.21
vs DXY beta +0.46 (26w)