On 2026-08-20, USD/CAD closed at 1.38104, down 0.63% on the day. It trades at 42.7% of its 52-week range. Its RSI(14) of 27.75 is in the 3rd percentile of its history since 2003, and its 20-day return of -1.95% in the 16th 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. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.39859 / 1.40707 / 1.38497, with price -1.26% / -1.85% / -0.28% against them. Its 52-week range is 1.3484–1.42478; it closed 3.07% below the high and 2.42% above the low. Its 20-day volatility is 0.258% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00678 (67.8 pips), 0.49% of price. It has returned -0.93% over 5 days and -0.24% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.38104 -0.630% · price < all MAs; RSI(14) 27.75 (3rd pct, since 2003 (5946 obs))
cross-signal: flow signals align USD/CAD down: daily %, 20d return
price & change (as of 2026-08-20, prior 2026-08-19)
close 1.38104
change -0.00875 (-0.630%, -87.5 pips)
gap -0.00877 (-87.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-20)
range 0.00582 (58.2 pips)
close pos 96.9% of range
moving averages (as of 2026-08-20)
20d MA 1.39859 price below by -1.26%
50d MA 1.40707 price below by -1.85%
200d MA 1.38497 price below by -0.28%
price < all MAs
stack: 50d > 20d > 200d
volatility (as of 2026-08-20)
20d stdev 0.258% daily ≈ 4.1% annualized (×√252) (7th pct of own history, since 2003 (5940 obs))
vs easing-2024 avg 0.79× (0.258% vs 0.326% era avg)
ATR (as of 2026-08-20)
ATR(14) 0.00678 (67.8 pips)
ATR% 0.49% (8th pct of own history, since 2003 (5946 obs))
range/ATR 85.9%
52-week range (as of 2026-08-20)
high 1.42478 (-3.07% from high)
low 1.34840 (+2.42% from low)
momentum (as of 2026-08-20)
RSI(14) 27.75 (3rd pct of own history, since 2003 (5946 obs))
returns (as of 2026-08-20)
5d return -0.93%
20d return -1.95%
60d return -0.24%
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 2026-08-19, daily effective)
next Fed 2026-09-16 (27 days)
CAD (BOC_TARGET) 2.25% (as of 2026-08-19, announced target)
next BoC 2026-09-02 (13 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-20)
vs DXY +0.43
vs S&P 500 -0.26
vs DXY beta +0.31 (26w)