USD/CAD: 20-day volatility 0.200% daily (2nd pct)
On 2026-10-12, USD/CAD closed at 1.4258, up 0.24% on the day. At the 2026-10-12 close, USD/CAD was 95.2% of the way from its 52-week low to its high. At the 2026-10-12 close, USD/CAD had an RSI(14) of 68.73, in the 94th percentile of its history since 2003, and its 20-day return of +2.82% was in the 91st percentile. Leveraged-money positioning is net -21.5% of open interest, at 42% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of USD/CAD were 1.41297 / 1.39806 / 1.38694, with price +0.91% / +1.98% / +2.80% against them. At the 2026-10-12 close, the 52-week range of USD/CAD was 1.3484–1.42966; it closed 0.27% below the high and 5.74% above the low. Its 20-day volatility is 0.200% daily, in the 2nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00642 (64.2 pips), 0.45% of price. It has returned +0.03% over 5 days and +1.70% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== USD/CAD (pip 0.0001) ===
>> close 1.42580 +0.241% · 20d vol 0.200% daily (2nd pct, since 2003 (5977 obs))
cross-signal: flow signals align USD/CAD up: 20d return, daily %
price & change (as of 2026-10-12, prior 2026-10-09)
close 1.42580
change +0.00343 (+0.241%, +34.3 pips)
gap +0.00303 (+30.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.00290 (29.0 pips)
close pos 37.9% of range
moving averages (as of 2026-10-12)
20d MA 1.41297 price above by +0.91%
50d MA 1.39806 price above by +1.98%
200d MA 1.38694 price above by +2.80%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-12)
20d stdev 0.200% daily ≈ 3.2% annualised (×√252) (2nd pct of own history, since 2003 (5977 obs))
vs easing-2024 avg 0.62× (0.200% vs 0.323% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.00642 (64.2 pips)
ATR% 0.45% (5th pct of own history, since 2003 (5983 obs))
range/ATR 45.2%
52-week range (as of 2026-10-12)
high 1.42966 (-0.27% from high)
low 1.34840 (+5.74% from low)
momentum (as of 2026-10-12)
RSI(14) 68.73 (94th pct of own history, since 2003 (5983 obs))
returns (as of 2026-10-12)
5d return +0.03%
20d return +2.82%
60d return +1.70%
volatility by rate-era
pre-crisis (through 2008) 0.64% (from 2003-09-17)
ZIRP (2009–2015) 0.58%
tightening (2015–2018) 0.48%
ZIRP (2019–2021) 0.46%
tightening (2022–2023) 0.44%
easing (2024– ) 0.32%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -79,625 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -21.5%
net%OI range -31.9% … -6.8% (own 145w)
w/w change -9,981
rate differential (USD–CAD policy)
USD (EFFR) 3.88% (as of 2026-10-08, daily effective)
next Fed 2026-10-28 (16 days)
CAD (BOC_TARGET) 2.25% (as of 2026-10-09, announced target)
next BoC 2026-10-28 (16 days)
differential +1.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY +0.69
vs S&P 500 -0.01
vs DXY beta +0.58 (26w)