On 2026-07-23, USD/CAD closed at 1.40855, down 0.14% on the day. It trades at 78.8% of its 52-week range. Its RSI(14) of 49.72 is in the 49th percentile of its history since 2003, and its 20-day return of -1.05% in the 30th percentile. Leveraged-money positioning is net -26.9% of open interest, in the 20th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.41438 / 1.40086 / 1.38535, with price -0.41% / +0.55% / +1.67% against them. Its 52-week range is 1.3484–1.42478; it closed 1.14% below the high and 4.46% above the low. Its 20-day volatility is 0.215% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00596 (59.6 pips), 0.42% of price. It has returned +0.34% over 5 days and +3.03% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40855 -0.139% · 20d vol 0.215% daily (3rd pct, since 2003 (5920 obs))
cross-signal: flow signals align USD/CAD down: 20d return, daily %
price & change (as of 2026-07-23, prior 2026-07-22)
close 1.40855
change -0.00196 (-0.139%, -19.6 pips)
gap -0.00203 (-20.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-23)
range 0.00426 (42.6 pips)
close pos 69.2% of range
moving averages (as of 2026-07-23)
20d MA 1.41438 price below by -0.41%
50d MA 1.40086 price above by +0.55%
200d MA 1.38535 price above by +1.67%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-23)
20d stdev 0.215% daily ≈ 3.4% annualized (×√252) (3rd pct of own history, since 2003 (5920 obs))
vs easing-2024 avg 0.66× (0.215% vs 0.328% era avg)
ATR (as of 2026-07-23)
ATR(14) 0.00596 (59.6 pips)
ATR% 0.42% (3rd pct of own history, since 2003 (5926 obs))
range/ATR 71.5%
52-week range (as of 2026-07-23)
high 1.42478 (-1.14% from high)
low 1.34840 (+4.46% from low)
momentum (as of 2026-07-23)
RSI(14) 49.72 (49th pct of own history, since 2003 (5926 obs))
returns (as of 2026-07-23)
5d return +0.34%
20d return -1.05%
60d return +3.03%
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 0.3278%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -98,377 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -26.9%
net%OI range -31.9% … -6.8% (own 134w)
w/w change -5,606
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-07-23, daily effective)
next Fed 2026-07-29 (6 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-23, announced target)
next BoC 2026-09-02 (41 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-23)
vs DXY +0.46
vs S&P 500 -0.22
vs DXY beta +0.46 (26w)