On 2026-08-11, USD/CAD closed at 1.39336, down 0.12% on the day. It trades at 58.9% of its 52-week range. Its RSI(14) of 33.48 is in the 8th percentile of its history since 2003, and its 20-day return of -1.53% in the 22nd 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 1.40444 / 1.40749 / 1.38558, with price -0.79% / -1.00% / +0.56% against them. Its 52-week range is 1.3484–1.42478; it closed 2.21% below the high and 3.33% above the low. Its 20-day volatility is 0.273% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00619 (61.9 pips), 0.44% of price. It has returned -0.80% over 5 days and +1.42% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.39336 -0.124%
price & change (as of 2026-08-11, prior 2026-08-10)
close 1.39336
change -0.00173 (-0.124%, -17.3 pips)
gap -0.00178 (-17.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-11)
range 0.00214 (21.4 pips)
close pos 45.3% of range
moving averages (as of 2026-08-11)
20d MA 1.40444 price below by -0.79%
50d MA 1.40749 price below by -1.00%
200d MA 1.38558 price above by +0.56%
price mixed vs MAs
stack: 50d > 20d > 200d
volatility (as of 2026-08-11)
20d stdev 0.273% daily ≈ 4.3% annualized (×√252) (10th pct of own history, since 2003 (5933 obs))
vs easing-2024 avg 0.84× (0.273% vs 0.326% era avg)
ATR (as of 2026-08-11)
ATR(14) 0.00619 (61.9 pips)
ATR% 0.44% (4th pct of own history, since 2003 (5939 obs))
range/ATR 34.6%
52-week range (as of 2026-08-11)
high 1.42478 (-2.21% from high)
low 1.34840 (+3.33% from low)
momentum (as of 2026-08-11)
RSI(14) 33.48 (8th pct of own history, since 2003 (5939 obs))
returns (as of 2026-08-11)
5d return -0.80%
20d return -1.53%
60d return +1.42%
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 2026-08-11, daily effective)
next Fed 2026-09-16 (36 days)
CAD (BOC_TARGET) 2.25% (as of 2026-08-11, announced target)
next BoC 2026-09-02 (22 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-11)
vs DXY +0.41
vs S&P 500 -0.32
vs DXY beta +0.28 (26w)