USD/CAD: 20-day volatility 0.223% daily (4th percentile)
On 2026-10-15, USD/CAD closed at 1.42128, down 0.03% on the day. At the 2026-10-15 close, USD/CAD was 89.4% of the way from its 52-week low to its high. At the 2026-10-15 close, USD/CAD had an RSI(14) of 60.12, in the 80th percentile of its history since 2003, and its 20-day return of +1.61% was in the 79th 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 2026-10-15 close, the 20/50/200-day moving averages of USD/CAD were 1.41747 / 1.39924 / 1.38758, with price +0.27% / +1.58% / +2.43% against them. At the 2026-10-15 close, the 52-week range of USD/CAD was 1.3484–1.42989; it closed 0.60% below the high and 5.40% above the low. Its 20-day volatility is 0.223% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00669 (66.9 pips), 0.47% of price. It has returned -0.32% over 5 days and +0.90% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-15.
=== USD/CAD (pip 0.0001) ===
>> close 1.42128 -0.028% · 20d vol 0.223% daily (4th pct, since 2003 (5980 obs))
price & change (as of 2026-10-15, prior 2026-10-14)
close 1.42128
change -0.00040 (-0.028%, -4.0 pips)
gap -0.00051 (-5.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-15)
range 0.00499 (49.9 pips)
close pos 85.6% of range
moving averages (as of 2026-10-15)
20d MA 1.41747 price above by +0.27%
50d MA 1.39924 price above by +1.58%
200d MA 1.38758 price above by +2.43%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-15)
20d stdev 0.223% daily ≈ 3.5% annualised (×√252) (4th pct of own history, since 2003 (5980 obs))
vs easing-2024 avg 0.69× (0.223% vs 0.323% era avg)
ATR (as of 2026-10-15)
ATR(14) 0.00669 (66.9 pips)
ATR% 0.47% (7th pct of own history, since 2003 (5986 obs))
range/ATR 74.6%
52-week range (as of 2026-10-15)
high 1.42989 (-0.60% from high)
low 1.34840 (+5.40% from low)
momentum (as of 2026-10-15)
RSI(14) 60.12 (80th pct of own history, since 2003 (5986 obs))
returns (as of 2026-10-15)
5d return -0.32%
20d return +1.61%
60d return +0.90%
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 2026-10-14, daily effective)
next Fed 2026-10-28 (13 days)
CAD (BOC_TARGET) 2.25% (as of 2026-10-14, announced target)
next BoC 2026-10-28 (13 days)
differential +1.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-15)
vs DXY +0.69
vs S&P 500 +0.01
vs DXY beta +0.58 (26w)