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

On 2026-08-07, USD/CAD closed at 1.40137, up 0.03% on the day. It trades at 69.4% of its 52-week range. Its RSI(14) of 41.97 is in the 25th percentile of its history since 2003, and its 20-day return of -1.05% in the 30th percentile. Leveraged-money positioning is net -27.9% of open interest, at 16% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.40658 / 1.40699 / 1.3856, with price -0.37% / -0.40% / +1.14% against them. Its 52-week range is 1.3484–1.42478; it closed 1.64% below the high and 3.93% above the low. Its 20-day volatility is 0.259% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0063 (63 pips), 0.45% of price. It has returned +0.02% over 5 days and +2.11% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.40137  +0.025%
  price & change   (as of 2026-08-07, prior 2026-08-06)
    close       1.40137
    change      +0.00035  (+0.025%, +3.5 pips)
    gap         +0.00044  (+4.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-07)
    range       0.01018  (101.8 pips)
    close pos   85.4% of range
  moving averages  (as of 2026-08-07)
     20d MA     1.40658   price below by -0.37%
     50d MA     1.40699   price below by -0.40%
    200d MA     1.38560   price above by +1.14%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-07)
    20d stdev   0.259% daily ≈ 4.1% annualized (×√252)   (7th pct of own history, since 2003 (5931 obs))
    vs easing-2024 avg  0.79× (0.259% vs 0.326% era avg)
  ATR              (as of 2026-08-07)
    ATR(14)    0.00630  (63.0 pips)
    ATR%        0.45%   (5th pct of own history, since 2003 (5937 obs))
    range/ATR   161.6%
  52-week range    (as of 2026-08-07)
    high        1.42478   (-1.64% from high)
    low         1.34840   (+3.93% from low)
  momentum         (as of 2026-08-07)
    RSI(14)     41.97   (25th pct of own history, since 2003 (5937 obs))
  returns          (as of 2026-08-07)
     5d return  +0.02%
    20d return  -1.05%
    60d return  +2.11%
  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      0.3265%
  positioning      (as of 2026-08-04)
    next COT     as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
    net         -101,748 contracts (net short CAD; = long USD in USD/CAD terms)
    net % OI    -27.9%
    net%OI range -31.9% … -6.8% (own 136w)
    w/w change  +747
  rate differential (USD–CAD policy)
    USD (EFFR)            3.63%  (as of 2026-08-06, daily effective)
    next Fed              2026-09-16  (40 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-08-06, announced target)
    next BoC              2026-09-02  (26 days)
    differential    +1.38%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-07)
    vs DXY      +0.46
    vs S&P 500  -0.28
    vs DXY beta +0.32 (26w)