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

On 2026-08-04, USD/CAD closed at 1.40463, up 0.24% on the day. It trades at 73.6% of its 52-week range. Its RSI(14) of 45.58 is in the 36th percentile of its history since 2003, and its 20-day return of -1.14% in the 28th percentile. Leveraged-money positioning is net -27.5% of open interest, at 17% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.4088 / 1.40568 / 1.38552, with price -0.30% / -0.07% / +1.38% against them. Its 52-week range is 1.3484–1.42478; it closed 1.41% below the high and 4.17% above the low. Its 20-day volatility is 0.247% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00584 (58.4 pips), 0.42% of price. It has returned -0.55% over 5 days and +2.69% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.40463  +0.238%
  price & change   (as of 2026-08-04, prior 2026-08-03)
    close       1.40463
    change      +0.00333  (+0.238%, +33.3 pips)
    gap         +0.00326  (+32.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-04)
    range       0.00411  (41.1 pips)
    close pos   27.5% of range
  moving averages  (as of 2026-08-04)
     20d MA     1.40880   price below by -0.30%
     50d MA     1.40568   price below by -0.07%
    200d MA     1.38552   price above by +1.38%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-04)
    20d stdev   0.247% daily ≈ 3.9% annualized (×√252)   (6th pct of own history, since 2003 (5928 obs))
    vs easing-2024 avg  0.76× (0.247% vs 0.327% era avg)
  ATR              (as of 2026-08-04)
    ATR(14)    0.00584  (58.4 pips)
    ATR%        0.42%   (2nd pct of own history, since 2003 (5934 obs))
    range/ATR   70.4%
  52-week range    (as of 2026-08-04)
    high        1.42478   (-1.41% from high)
    low         1.34840   (+4.17% from low)
  momentum         (as of 2026-08-04)
    RSI(14)     45.58   (36th pct of own history, since 2003 (5934 obs))
  returns          (as of 2026-08-04)
     5d return  -0.55%
    20d return  -1.14%
    60d return  +2.69%
  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      0.3268%
  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 2026-08-04, daily effective)
    next Fed              2026-09-16  (43 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-08-04, announced target)
    next BoC              2026-09-02  (29 days)
    differential    +1.38%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-04)
    vs DXY      +0.46
    vs S&P 500  -0.26
    vs DXY beta +0.32 (26w)