USD/CAD: 20-day volatility 0.226% daily (4th pct)

On 2026-08-19, USD/CAD closed at 1.38979, up 0.20% on the day. It trades at 54.2% of its 52-week range. Its RSI(14) of 35.13 is in the 11th percentile of its history since 2003, and its 20-day return of -1.47% in the 23rd 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 1.39997 / 1.40734 / 1.38508, with price -0.73% / -1.25% / +0.34% against them. Its 52-week range is 1.3484–1.42478; it closed 2.46% below the high and 3.07% above the low. Its 20-day volatility is 0.226% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00619 (61.9 pips), 0.45% of price. It has returned -0.15% over 5 days and +0.65% over 60 days.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.38979  +0.203%   · 20d vol 0.226% daily (4th pct, since 2003 (5939 obs))
     cross-signal: flow signals split — daily % up / 20d return down
  price & change   (as of 2026-08-19, prior 2026-08-18)
    close       1.38979
    change      +0.00282  (+0.203%, +28.2 pips)
    gap         +0.00293  (+29.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-19)
    range       0.01023  (102.3 pips)
    close pos   91.0% of range
  moving averages  (as of 2026-08-19)
     20d MA     1.39997   price below by -0.73%
     50d MA     1.40734   price below by -1.25%
    200d MA     1.38508   price above by +0.34%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-19)
    20d stdev   0.226% daily ≈ 3.6% annualized (×√252)   (4th pct of own history, since 2003 (5939 obs))
    vs easing-2024 avg  0.69× (0.226% vs 0.326% era avg)
  ATR              (as of 2026-08-19)
    ATR(14)    0.00619  (61.9 pips)
    ATR%        0.45%   (5th pct of own history, since 2003 (5945 obs))
    range/ATR   165.2%
  52-week range    (as of 2026-08-19)
    high        1.42478   (-2.46% from high)
    low         1.34840   (+3.07% from low)
  momentum         (as of 2026-08-19)
    RSI(14)     35.13   (11th pct of own history, since 2003 (5945 obs))
  returns          (as of 2026-08-19)
     5d return  -0.15%
    20d return  -1.47%
    60d return  +0.65%
  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 2026-08-18, daily effective)
    next Fed              2026-09-16  (28 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-08-18, announced target)
    next BoC              2026-09-02  (14 days)
    differential    +1.38%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-19)
    vs DXY      +0.41
    vs S&P 500  -0.33
    vs DXY beta +0.28 (26w)