On 2026-07-29, USD/CAD closed at 1.41061, down 0.13% on the day. It trades at 81.4% of its 52-week range. Its RSI(14) of 52.64 is in the 59th percentile of its history since 2003, and its 20-day return of -0.70% in the 36th 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 1.41237 / 1.40372 / 1.38548, with price -0.12% / +0.49% / +1.81% against them. Its 52-week range is 1.3484–1.42478; it closed 0.99% below the high and 4.61% above the low. Its 20-day volatility is 0.220% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0056 (56 pips), 0.40% of price. It has returned +0.01% over 5 days and +3.69% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.41061 -0.128% · 20d vol 0.220% daily (3rd pct, since 2003 (5924 obs))
cross-signal: flow signals align USD/CAD down: 20d return, daily %
price & change (as of 2026-07-29, prior 2026-07-28)
close 1.41061
change -0.00181 (-0.128%, -18.1 pips)
gap -0.00160 (-16.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-29)
range 0.00313 (31.3 pips)
close pos 90.4% of range
moving averages (as of 2026-07-29)
20d MA 1.41237 price below by -0.12%
50d MA 1.40372 price above by +0.49%
200d MA 1.38548 price above by +1.81%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-29)
20d stdev 0.220% daily ≈ 3.5% annualized (×√252) (3rd pct of own history, since 2003 (5924 obs))
vs easing-2024 avg 0.67× (0.220% vs 0.327% era avg)
ATR (as of 2026-07-29)
ATR(14) 0.00560 (56.0 pips)
ATR% 0.40% (1st pct of own history, since 2003 (5930 obs))
range/ATR 55.9%
52-week range (as of 2026-07-29)
high 1.42478 (-0.99% from high)
low 1.34840 (+4.61% from low)
momentum (as of 2026-07-29)
RSI(14) 52.64 (59th pct of own history, since 2003 (5930 obs))
returns (as of 2026-07-29)
5d return +0.01%
20d return -0.70%
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 0.3270%
positioning (as of 2026-07-21) (predates 2026-07-29 FOMC)
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 2026-07-29, daily effective)
next Fed 2026-07-29 (today)
CAD (BOC_TARGET) 2.25% (as of 2026-07-29, announced target)
next BoC 2026-09-02 (35 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-29)
vs DXY +0.42
vs S&P 500 -0.26
vs DXY beta +0.34 (26w)