USD/CAD: RSI, volatility, 52-week range · daily

On 2026-07-30, USD/CAD closed at 1.40358, down 0.50% on the day. It trades at 72.2% of its 52-week range. Its RSI(14) of 42.31 is in the 26th percentile of its history since 2003, and its 20-day return of -1.28% in the 26th 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 1.41146 / 1.4043 / 1.38548, with price -0.56% / -0.05% / +1.31% against them. Its 52-week range is 1.3484–1.42478; it closed 1.49% below the high and 4.09% above the low. Its 20-day volatility is 0.241% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00595 (59.5 pips), 0.42% of price. It has returned -0.35% over 5 days and +2.93% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.40358  -0.498%
  price & change   (as of 2026-07-30, prior 2026-07-29)
    close       1.40358
    change      -0.00703  (-0.498%, -70.3 pips)
    gap         -0.00701  (-70.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-30)
    range       0.00658  (65.8 pips)
    close pos   52.6% of range
  moving averages  (as of 2026-07-30)
     20d MA     1.41146   price below by -0.56%
     50d MA     1.40430   price below by -0.05%
    200d MA     1.38548   price above by +1.31%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-30)
    20d stdev   0.241% daily ≈ 3.8% annualized (×√252)   (5th pct of own history, since 2003 (5925 obs))
    vs easing-2024 avg  0.74× (0.241% vs 0.327% era avg)
  ATR              (as of 2026-07-30)
    ATR(14)    0.00595  (59.5 pips)
    ATR%        0.42%   (3rd pct of own history, since 2003 (5931 obs))
    range/ATR   110.7%
  52-week range    (as of 2026-07-30)
    high        1.42478   (-1.49% from high)
    low         1.34840   (+4.09% from low)
  momentum         (as of 2026-07-30)
    RSI(14)     42.31   (26th pct of own history, since 2003 (5931 obs))
  returns          (as of 2026-07-30)
     5d return  -0.35%
    20d return  -1.28%
    60d return  +2.93%
  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)  (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 2026-07-30, daily effective)
    next Fed              2026-09-16  (48 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-07-30, announced target)
    next BoC              2026-09-02  (34 days)
    differential    +1.38%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-30)
    vs DXY      +0.45
    vs S&P 500  -0.26
    vs DXY beta +0.35 (26w)