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

On 2026-08-10, USD/CAD closed at 1.39509, down 0.45% on the day. It trades at 61.1% of its 52-week range. Its RSI(14) of 35.11 is in the 11th percentile of its history since 2003, and its 20-day return of -1.50% in the 23rd 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 1.40552 / 1.4073 / 1.3856, with price -0.74% / -0.87% / +0.68% against them. Its 52-week range is 1.3484–1.42478; it closed 2.08% below the high and 3.46% above the low. Its 20-day volatility is 0.273% daily, in the 9th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00646 (64.6 pips), 0.46% of price. It has returned -0.44% over 5 days and +1.38% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.39509  -0.448%
  price & change   (as of 2026-08-10, prior 2026-08-07)
    close       1.39509
    change      -0.00628  (-0.448%, -62.8 pips)
    gap         -0.00615  (-61.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-10)
    range       0.00350  (35.0 pips)
    close pos   64.6% of range
  moving averages  (as of 2026-08-10)
     20d MA     1.40552   price below by -0.74%
     50d MA     1.40730   price below by -0.87%
    200d MA     1.38560   price above by +0.68%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-10)
    20d stdev   0.273% daily ≈ 4.3% annualized (×√252)   (9th pct of own history, since 2003 (5932 obs))
    vs easing-2024 avg  0.84× (0.273% vs 0.327% era avg)
  ATR              (as of 2026-08-10)
    ATR(14)    0.00646  (64.6 pips)
    ATR%        0.46%   (6th pct of own history, since 2003 (5938 obs))
    range/ATR   54.2%
  52-week range    (as of 2026-08-10)
    high        1.42478   (-2.08% from high)
    low         1.34840   (+3.46% from low)
  momentum         (as of 2026-08-10)
    RSI(14)     35.11   (11th pct of own history, since 2003 (5938 obs))
  returns          (as of 2026-08-10)
     5d return  -0.44%
    20d return  -1.50%
    60d return  +1.38%
  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      0.3267%
  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 2026-08-07, daily effective)
    next Fed              2026-09-16  (37 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-08-07, announced target)
    next BoC              2026-09-02  (23 days)
    differential    +1.38%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-10)
    vs DXY      +0.42
    vs S&P 500  -0.33
    vs DXY beta +0.29 (26w)