On 2026-07-31, USD/CAD closed at 1.40112, down 0.17% on the day. It trades at 69.0% of its 52-week range. Its RSI(14) of 39.40 is in the 19th percentile of its history since 2003, and its 20-day return of -1.26% in the 26th percentile. Leveraged-money positioning is net -27.5% of open interest, in the 17th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.41057 / 1.40477 / 1.38547, with price -0.67% / -0.26% / +1.13% against them. Its 52-week range is 1.3484–1.42478; it closed 1.66% below the high and 3.91% above the low. Its 20-day volatility is 0.240% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0059 (59 pips), 0.42% of price. It has returned -0.52% over 5 days and +2.57% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40112 -0.175%
price & change (as of 2026-07-31, prior 2026-07-30)
close 1.40112
change -0.00246 (-0.175%, -24.6 pips)
gap -0.00252 (-25.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 0.00530 (53.0 pips)
close pos 14.0% of range
moving averages (as of 2026-07-31)
20d MA 1.41057 price below by -0.67%
50d MA 1.40477 price below by -0.26%
200d MA 1.38547 price above by +1.13%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-31)
20d stdev 0.240% daily ≈ 3.8% annualized (×√252) (5th pct of own history, since 2003 (5926 obs))
vs easing-2024 avg 0.73× (0.240% vs 0.327% era avg)
ATR (as of 2026-07-31)
ATR(14) 0.00590 (59.0 pips)
ATR% 0.42% (2nd pct of own history, since 2003 (5932 obs))
range/ATR 89.8%
52-week range (as of 2026-07-31)
high 1.42478 (-1.66% from high)
low 1.34840 (+3.91% from low)
momentum (as of 2026-07-31)
RSI(14) 39.40 (19th pct of own history, since 2003 (5932 obs))
returns (as of 2026-07-31)
5d return -0.52%
20d return -1.26%
60d return +2.57%
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 0.3271%
positioning (as of 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net -102,495 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -27.5%
net%OI range -31.9% … -6.8% (own 135w)
w/w change -4,118
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-07-30, daily effective)
next Fed 2026-09-16 (47 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-30, announced target)
next BoC 2026-09-02 (33 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY +0.47
vs S&P 500 -0.27
vs DXY beta +0.36 (26w)