On 2026-08-14, USD/CAD closed at 1.39271, down 0.10% on the day. It trades at 58.0% of its 52-week range. Its RSI(14) of 34.82 is in the 10th percentile of its history since 2003, and its 20-day return of -0.78% in the 35th percentile. Leveraged-money positioning is net -25.3% of open interest, at 26% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.40275 / 1.40777 / 1.38539, with price -0.72% / -1.07% / +0.53% against them. Its 52-week range is 1.3484–1.42478; it closed 2.25% below the high and 3.29% 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 0.00593 (59.3 pips), 0.43% of price. It has returned -0.62% over 5 days and +1.10% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.39271 -0.097% · 20d vol 0.236% daily (5th pct, since 2003 (5936 obs))
cross-signal: flow signals align USD/CAD down: 20d return, daily %
price & change (as of 2026-08-14, prior 2026-08-13)
close 1.39271
change -0.00135 (-0.097%, -13.5 pips)
gap -0.00135 (-13.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-14)
range 0.00641 (64.1 pips)
close pos 95.5% of range
moving averages (as of 2026-08-14)
20d MA 1.40275 price below by -0.72%
50d MA 1.40777 price below by -1.07%
200d MA 1.38539 price above by +0.53%
price mixed vs MAs
stack: 50d > 20d > 200d
volatility (as of 2026-08-14)
20d stdev 0.236% daily ≈ 3.7% annualized (×√252) (5th pct of own history, since 2003 (5936 obs))
vs easing-2024 avg 0.72× (0.236% vs 0.326% era avg)
ATR (as of 2026-08-14)
ATR(14) 0.00593 (59.3 pips)
ATR% 0.43% (3rd pct of own history, since 2003 (5942 obs))
range/ATR 108.2%
52-week range (as of 2026-08-14)
high 1.42478 (-2.25% from high)
low 1.34840 (+3.29% from low)
momentum (as of 2026-08-14)
RSI(14) 34.82 (10th pct of own history, since 2003 (5942 obs))
returns (as of 2026-08-14)
5d return -0.62%
20d return -0.78%
60d return +1.10%
volatility by rate-era
pre-crisis 0.64% (from 2003-09-17)
ZIRP-2009 0.58%
tightening-2015 0.48%
ZIRP-2019 0.46%
tightening-2022 0.44%
easing-2024 0.33%
positioning (as of 2026-08-11)
next COT as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
net -92,005 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -25.3%
net%OI range -31.9% … -6.8% (own 137w)
w/w change +9,743
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-08-13, daily effective)
next Fed 2026-09-16 (33 days)
CAD (BOC_TARGET) 2.25% (as of 2026-08-13, announced target)
next BoC 2026-09-02 (19 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-14)
vs DXY +0.42
vs S&P 500 -0.34
vs DXY beta +0.29 (26w)