USD/CAD: RSI 29.71 (4th pct)

On 2026-08-17, USD/CAD closed at 1.38719, down 0.40% on the day. It trades at 50.8% of its 52-week range. Its RSI(14) of 29.71 is in the 4th percentile of its history since 2003, and its 20-day return of -1.05% in the 30th percentile. RSI below 30 is conventionally termed oversold. 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 1.40201 / 1.40763 / 1.38527, with price -1.06% / -1.45% / +0.14% against them. Its 52-week range is 1.3484–1.42478; it closed 2.64% below the high and 2.88% above the low. Its 20-day volatility is 0.249% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00609 (60.9 pips), 0.44% of price. It has returned -0.57% over 5 days and +0.51% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.38719  -0.396%   · RSI(14) 29.71 (4th pct, since 2003 (5943 obs))
     cross-signal: flow signals align USD/CAD down: daily %, 20d return
  price & change   (as of 2026-08-17, prior 2026-08-14)
    close       1.38719
    change      -0.00552  (-0.396%, -55.2 pips)
    gap         -0.00569  (-56.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-17)
    range       0.00289  (28.9 pips)
    close pos   94.8% of range
  moving averages  (as of 2026-08-17)
     20d MA     1.40201   price below by -1.06%
     50d MA     1.40763   price below by -1.45%
    200d MA     1.38527   price above by +0.14%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-17)
    20d stdev   0.249% daily ≈ 3.9% annualized (×√252)   (6th pct of own history, since 2003 (5937 obs))
    vs easing-2024 avg  0.76× (0.249% vs 0.326% era avg)
  ATR              (as of 2026-08-17)
    ATR(14)    0.00609  (60.9 pips)
    ATR%        0.44%   (4th pct of own history, since 2003 (5943 obs))
    range/ATR   47.4%
  52-week range    (as of 2026-08-17)
    high        1.42478   (-2.64% from high)
    low         1.34840   (+2.88% from low)
  momentum         (as of 2026-08-17)
    RSI(14)     29.71   (4th pct of own history, since 2003 (5943 obs))
  returns          (as of 2026-08-17)
     5d return  -0.57%
    20d return  -1.05%
    60d return  +0.51%
  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 2026-08-14, daily effective)
    next Fed              2026-09-16  (30 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-08-14, announced target)
    next BoC              2026-09-02  (16 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)