On 2026-08-13, USD/CAD closed at 1.39406, up 0.15% on the day. It trades at 59.8% of its 52-week range. Its RSI(14) of 36.23 is in the 13th percentile of its history since 2003, and its 20-day return of -0.69% in the 36th 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 1.4033 / 1.40773 / 1.38547, with price -0.66% / -0.97% / +0.62% against them. Its 52-week range is 1.3484–1.42478; it closed 2.16% below the high and 3.39% above the low. Its 20-day volatility is 0.236% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00581 (58.1 pips), 0.42% of price. It has returned -0.50% over 5 days and +1.40% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.39406 +0.155% · 20d vol 0.236% daily (5th pct, since 2003 (5935 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-08-13, prior 2026-08-12)
close 1.39406
change +0.00216 (+0.155%, +21.6 pips)
gap +0.00218 (+21.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-13)
range 0.00276 (27.6 pips)
close pos 39.5% of range
moving averages (as of 2026-08-13)
20d MA 1.40330 price below by -0.66%
50d MA 1.40773 price below by -0.97%
200d MA 1.38547 price above by +0.62%
price mixed vs MAs
stack: 50d > 20d > 200d
volatility (as of 2026-08-13)
20d stdev 0.236% daily ≈ 3.7% annualized (×√252) (5th pct of own history, since 2003 (5935 obs))
vs easing-2024 avg 0.72× (0.236% vs 0.326% era avg)
ATR (as of 2026-08-13)
ATR(14) 0.00581 (58.1 pips)
ATR% 0.42% (2nd pct of own history, since 2003 (5941 obs))
range/ATR 47.5%
52-week range (as of 2026-08-13)
high 1.42478 (-2.16% from high)
low 1.34840 (+3.39% from low)
momentum (as of 2026-08-13)
RSI(14) 36.23 (13th pct of own history, since 2003 (5941 obs))
returns (as of 2026-08-13)
5d return -0.50%
20d return -0.69%
60d return +1.40%
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 0.3261%
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 2026-08-13, daily effective)
next Fed 2026-09-16 (34 days)
CAD (BOC_TARGET) 2.25% (as of 2026-08-13, announced target)
next BoC 2026-09-02 (20 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-13)
vs DXY +0.41
vs S&P 500 -0.35
vs DXY beta +0.28 (26w)