On 2026-07-27, USD/CAD closed at 1.40865, up 0.01% on the day. It trades at 78.9% of its 52-week range. Its RSI(14) of 49.89 is in the 49th percentile of its history since 2003, and its 20-day return of -0.73% in the 35th 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 1.41329 / 1.40223 / 1.38539, with price -0.33% / +0.46% / +1.68% against them. Its 52-week range is 1.3484–1.42478; it closed 1.13% below the high and 4.47% above the low. Its 20-day volatility is 0.211% daily, in the 2nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00579 (57.9 pips), 0.41% of price. It has returned +0.48% over 5 days and +3.67% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40865 +0.011% · 20d vol 0.211% daily (2nd pct, since 2003 (5922 obs))
price & change (as of 2026-07-27, prior 2026-07-24)
close 1.40865
change +0.00016 (+0.011%, +1.6 pips)
gap -0.00024 (-2.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-27)
range 0.00473 (47.3 pips)
close pos 34.7% of range
moving averages (as of 2026-07-27)
20d MA 1.41329 price below by -0.33%
50d MA 1.40223 price above by +0.46%
200d MA 1.38539 price above by +1.68%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-27)
20d stdev 0.211% daily ≈ 3.3% annualized (×√252) (2nd pct of own history, since 2003 (5922 obs))
vs easing-2024 avg 0.64× (0.211% vs 0.327% era avg)
ATR (as of 2026-07-27)
ATR(14) 0.00579 (57.9 pips)
ATR% 0.41% (2nd pct of own history, since 2003 (5928 obs))
range/ATR 81.7%
52-week range (as of 2026-07-27)
high 1.42478 (-1.13% from high)
low 1.34840 (+4.47% from low)
momentum (as of 2026-07-27)
RSI(14) 49.89 (49th pct of own history, since 2003 (5928 obs))
returns (as of 2026-07-27)
5d return +0.48%
20d return -0.73%
60d return +3.67%
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 0.3273%
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 2026-07-24, daily effective)
next Fed 2026-07-29 (2 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-24, announced target)
next BoC 2026-09-02 (37 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-27)
vs DXY +0.43
vs S&P 500 -0.26
vs DXY beta +0.36 (26w)