USD/CAD: RSI, volatility, 52-week range · daily
On 2026-10-14, USD/CAD closed at 1.42168, down 0.45% on the day. At the 2026-10-14 close, USD/CAD was 89.9% of the way from its 52-week low to its high. At the 2026-10-14 close, USD/CAD had an RSI(14) of 60.68, in the 82nd percentile of its history since 2003, and its 20-day return of +2.10% was in the 85th 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 2026-10-14 close, the 20/50/200-day moving averages of USD/CAD were 1.41634 / 1.39883 / 1.3874, with price +0.38% / +1.63% / +2.47% against them. At the 2026-10-14 close, the 52-week range of USD/CAD was 1.3484–1.42989; it closed 0.57% below the high and 5.43% above the low. Its 20-day volatility is 0.237% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00682 (68.2 pips), 0.48% of price. It has returned +0.03% over 5 days and +0.79% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-14.
=== USD/CAD (pip 0.0001) ===
>> close 1.42168 -0.445%
price & change (as of 2026-10-14, prior 2026-10-13)
close 1.42168
change -0.00635 (-0.445%, -63.5 pips)
gap -0.00627 (-62.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-14)
range 0.01031 (103.1 pips)
close pos 20.4% of range
moving averages (as of 2026-10-14)
20d MA 1.41634 price above by +0.38%
50d MA 1.39883 price above by +1.63%
200d MA 1.38740 price above by +2.47%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-14)
20d stdev 0.237% daily ≈ 3.8% annualised (×√252) (5th pct of own history, since 2003 (5979 obs))
vs easing-2024 avg 0.74× (0.237% vs 0.323% era avg)
ATR (as of 2026-10-14)
ATR(14) 0.00682 (68.2 pips)
ATR% 0.48% (8th pct of own history, since 2003 (5985 obs))
range/ATR 151.1%
52-week range (as of 2026-10-14)
high 1.42989 (-0.57% from high)
low 1.34840 (+5.43% from low)
momentum (as of 2026-10-14)
RSI(14) 60.68 (82nd pct of own history, since 2003 (5985 obs))
returns (as of 2026-10-14)
5d return +0.03%
20d return +2.10%
60d return +0.79%
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 2026-10-13, daily effective)
next Fed 2026-10-28 (14 days)
CAD (BOC_TARGET) 2.25% (as of 2026-10-13, announced target)
next BoC 2026-10-28 (14 days)
differential +1.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-14)
vs DXY +0.68
vs S&P 500 +0.01
vs DXY beta +0.58 (26w)