On 2026-07-21, USD/CAD closed at 1.40713, up 0.37% on the day. It trades at 76.9% of its 52-week range. Its RSI(14) of 47.65 is in the 42nd percentile of its history since 2003, and its 20-day return of -0.62% in the 37th 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 1.41565 / 1.39928 / 1.38528, with price -0.60% / +0.56% / +1.58% against them. Its 52-week range is 1.3484–1.42478; it closed 1.24% below the high and 4.36% above the low. Its 20-day volatility is 0.230% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00623 (62.3 pips), 0.44% of price. It has returned -0.55% over 5 days and +3.30% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40713 +0.372% · 20d vol 0.230% daily (4th pct, since 2003 (5918 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-07-21, prior 2026-07-20)
close 1.40713
change +0.00522 (+0.372%, +52.2 pips)
gap +0.00519 (+51.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-21)
range 0.00472 (47.2 pips)
close pos 36.4% of range
moving averages (as of 2026-07-21)
20d MA 1.41565 price below by -0.60%
50d MA 1.39928 price above by +0.56%
200d MA 1.38528 price above by +1.58%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-21)
20d stdev 0.230% daily ≈ 3.6% annualized (×√252) (4th pct of own history, since 2003 (5918 obs))
vs easing-2024 avg 0.70× (0.230% vs 0.328% era avg)
ATR (as of 2026-07-21)
ATR(14) 0.00623 (62.3 pips)
ATR% 0.44% (4th pct of own history, since 2003 (5924 obs))
range/ATR 75.8%
52-week range (as of 2026-07-21)
high 1.42478 (-1.24% from high)
low 1.34840 (+4.36% from low)
momentum (as of 2026-07-21)
RSI(14) 47.65 (42nd pct of own history, since 2003 (5924 obs))
returns (as of 2026-07-21)
5d return -0.55%
20d return -0.62%
60d return +3.30%
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 0.3281%
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 2026-07-21, daily effective)
next Fed 2026-07-29 (8 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-21, announced target)
next BoC 2026-09-02 (43 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-21)
vs DXY +0.46
vs S&P 500 -0.21
vs DXY beta +0.46 (26w)