On 2026-07-28, USD/CAD closed at 1.41242, up 0.27% on the day. It trades at 83.8% of its 52-week range. Its RSI(14) of 55.90 is in the 68th percentile of its history since 2003, and its 20-day return of -0.60% in the 38th 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 1.41286 / 1.40301 / 1.38543, with price -0.03% / +0.67% / +1.95% against them. Its 52-week range is 1.3484–1.42478; it closed 0.87% below the high and 4.75% 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 0.00567 (56.7 pips), 0.40% of price. It has returned +0.38% over 5 days and +3.69% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.41242 +0.268% · 20d vol 0.219% daily (3rd pct, since 2003 (5923 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-07-28, prior 2026-07-27)
close 1.41242
change +0.00377 (+0.268%, +37.7 pips)
gap +0.00399 (+39.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-28)
range 0.00411 (41.1 pips)
close pos 91.5% of range
moving averages (as of 2026-07-28)
20d MA 1.41286 price below by -0.03%
50d MA 1.40301 price above by +0.67%
200d MA 1.38543 price above by +1.95%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-28)
20d stdev 0.219% daily ≈ 3.5% annualized (×√252) (3rd pct of own history, since 2003 (5923 obs))
vs easing-2024 avg 0.67× (0.219% vs 0.327% era avg)
ATR (as of 2026-07-28)
ATR(14) 0.00567 (56.7 pips)
ATR% 0.40% (1st pct of own history, since 2003 (5929 obs))
range/ATR 72.5%
52-week range (as of 2026-07-28)
high 1.42478 (-0.87% from high)
low 1.34840 (+4.75% from low)
momentum (as of 2026-07-28)
RSI(14) 55.90 (68th pct of own history, since 2003 (5929 obs))
returns (as of 2026-07-28)
5d return +0.38%
20d return -0.60%
60d return +3.69%
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 0.3272%
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 2026-07-28, daily effective)
next Fed 2026-07-29 (1 day)
CAD (BOC_TARGET) 2.25% (as of 2026-07-28, announced target)
next BoC 2026-09-02 (36 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-28)
vs DXY +0.42
vs S&P 500 -0.26
vs DXY beta +0.35 (26w)