USD/CAD: 20-day volatility 0.199% daily (1st percentile)
On 2026-10-13, USD/CAD closed at 1.42803, up 0.15% on the day. At the 2026-10-13 close, USD/CAD was 98.0% of the way from its 52-week low to its high. At the 2026-10-13 close, USD/CAD had an RSI(14) of 70.35, in the 95th percentile of its history since 2003, and its 20-day return of +2.74% was in the 91st percentile. RSI above 70 is conventionally termed overbought. 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 2026-10-13 close, the 20/50/200-day moving averages of USD/CAD were 1.41488 / 1.39853 / 1.3872, with price +0.93% / +2.11% / +2.94% against them. At the 2026-10-13 close, the 52-week range of USD/CAD was 1.3484–1.42966; it closed 0.11% below the high and 5.91% above the low. Its 20-day volatility is 0.199% daily, in the 1st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00656 (65.6 pips), 0.46% of price. It has returned +0.12% over 5 days and +1.49% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== USD/CAD (pip 0.0001) ===
>> close 1.42803 +0.149% · 20d vol 0.199% daily (1st pct, since 2003 (5978 obs))
cross-signal: flow signals align USD/CAD up: 20d return, daily %
price & change (as of 2026-10-13, prior 2026-10-12)
close 1.42803
change +0.00213 (+0.149%, +21.3 pips)
gap +0.00213 (+21.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.00782 (78.2 pips)
close pos 97.2% of range
moving averages (as of 2026-10-13)
20d MA 1.41488 price above by +0.93%
50d MA 1.39853 price above by +2.11%
200d MA 1.38720 price above by +2.94%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-13)
20d stdev 0.199% daily ≈ 3.2% annualised (×√252) (1st pct of own history, since 2003 (5978 obs))
vs easing-2024 avg 0.62× (0.199% vs 0.323% era avg)
ATR (as of 2026-10-13)
ATR(14) 0.00656 (65.6 pips)
ATR% 0.46% (6th pct of own history, since 2003 (5984 obs))
range/ATR 119.3%
52-week range (as of 2026-10-13)
high 1.42966 (-0.11% from high)
low 1.34840 (+5.91% from low)
momentum (as of 2026-10-13)
RSI(14) 70.35 (95th pct of own history, since 2003 (5984 obs))
returns (as of 2026-10-13)
5d return +0.12%
20d return +2.74%
60d return +1.49%
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 2026-10-09, daily effective)
next Fed 2026-10-28 (15 days)
CAD (BOC_TARGET) 2.25% (as of 2026-10-12, announced target)
next BoC 2026-10-28 (15 days)
differential +1.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-13)
vs DXY +0.68
vs S&P 500 -0.01
vs DXY beta +0.58 (26w)