On 2026-08-12, USD/CAD closed at 1.3919, down 0.10% on the day. It trades at 57.0% of its 52-week range. Its RSI(14) of 32.13 is in the 6th percentile of its history since 2003, and its 20-day return of -0.94% in the 32nd 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 1.40378 / 1.40763 / 1.38553, with price -0.85% / -1.12% / +0.46% against them. Its 52-week range is 1.3484–1.42478; it closed 2.31% below the high and 3.23% above the low. Its 20-day volatility is 0.232% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00596 (59.6 pips), 0.43% of price. It has returned -1.04% over 5 days and +1.25% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.39190 -0.105% · 20d vol 0.232% daily (4th pct, since 2003 (5934 obs))
cross-signal: flow signals align USD/CAD down: 20d return, daily %
price & change (as of 2026-08-12, prior 2026-08-11)
close 1.39190
change -0.00146 (-0.105%, -14.6 pips)
gap -0.00130 (-13.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-12)
range 0.00294 (29.4 pips)
close pos 37.1% of range
moving averages (as of 2026-08-12)
20d MA 1.40378 price below by -0.85%
50d MA 1.40763 price below by -1.12%
200d MA 1.38553 price above by +0.46%
price mixed vs MAs
stack: 50d > 20d > 200d
volatility (as of 2026-08-12)
20d stdev 0.232% daily ≈ 3.7% annualized (×√252) (4th pct of own history, since 2003 (5934 obs))
vs easing-2024 avg 0.71× (0.232% vs 0.326% era avg)
ATR (as of 2026-08-12)
ATR(14) 0.00596 (59.6 pips)
ATR% 0.43% (3rd pct of own history, since 2003 (5940 obs))
range/ATR 49.3%
52-week range (as of 2026-08-12)
high 1.42478 (-2.31% from high)
low 1.34840 (+3.23% from low)
momentum (as of 2026-08-12)
RSI(14) 32.13 (6th pct of own history, since 2003 (5940 obs))
returns (as of 2026-08-12)
5d return -1.04%
20d return -0.94%
60d return +1.25%
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 0.3263%
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 2026-08-12, daily effective)
next Fed 2026-09-16 (35 days)
CAD (BOC_TARGET) 2.25% (as of 2026-08-12, announced target)
next BoC 2026-09-02 (21 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-12)
vs DXY +0.39
vs S&P 500 -0.32
vs DXY beta +0.27 (26w)