USD/CAD: 20-day volatility 0.228% daily (4th percentile)
On 2026-10-16, USD/CAD closed at 1.41934, down 0.14% on the day. At the 2026-10-16 close, USD/CAD was 87.1% of the way from its 52-week low to its high. At the 2026-10-16 close, USD/CAD had an RSI(14) of 57.36, in the 73rd percentile of its history since 2003, and its 20-day return of +1.45% was in the 77th percentile. Leveraged-money positioning is net -23.3% of open interest, at 34% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of USD/CAD were 1.41848 / 1.3996 / 1.38774, with price +0.06% / +1.41% / +2.28% against them. At the 2026-10-16 close, the 52-week range of USD/CAD was 1.3484–1.42989; it closed 0.74% below the high and 5.26% above the low. Its 20-day volatility is 0.228% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00677 (67.7 pips), 0.48% of price. It has returned -0.21% over 5 days and +0.77% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-16.
USD/CAD here is the price of one US dollar in Canadian dollars, so a rise means the US dollar strengthened against the Canadian dollar. The series is Yahoo Finance’s daily one for USDCAD=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.
=== USD/CAD (pip 0.0001) ===
>> close 1.41934 -0.136% · 20d vol 0.228% daily (4th pct, since 2003 (5981 obs))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-10-16, prior 2026-10-15)
close 1.41934
change -0.00194 (-0.136%, -19.4 pips)
gap -0.00208 (-20.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-16)
range 0.00636 (63.6 pips)
close pos 92.6% of range
moving averages (as of 2026-10-16)
20d MA 1.41848 price above by +0.06%
50d MA 1.39960 price above by +1.41%
200d MA 1.38774 price above by +2.28%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-16)
20d stdev 0.228% daily ≈ 3.6% annualised (×√252) (4th pct of own history, since 2003 (5981 obs))
vs easing-2024 avg 0.71× (0.228% vs 0.322% era avg)
ATR (as of 2026-10-16)
ATR(14) 0.00677 (67.7 pips)
ATR% 0.48% (8th pct of own history, since 2003 (5987 obs))
range/ATR 93.9%
52-week range (as of 2026-10-16)
high 1.42989 (-0.74% from high)
low 1.34840 (+5.26% from low)
momentum (as of 2026-10-16)
RSI(14) 57.36 (73rd pct of own history, since 2003 (5987 obs))
returns (as of 2026-10-16)
5d return -0.21%
20d return +1.45%
60d return +0.77%
volatility by rate-era
pre-crisis (to 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 2026-10-13)
next COT as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
net -88,112 contracts (net short CAD; = long USD in USD/CAD terms)
net % OI -23.3%
net%OI range -31.9% … -6.8% (own 146w)
w/w change -8,487
rate differential (USD–CAD policy)
USD (EFFR) 3.88% (as of 2026-10-15, daily effective)
next Fed 2026-10-28 (12 days)
CAD (BOC_TARGET) 2.25% (as of 2026-10-15, announced target)
next BoC 2026-10-28 (12 days)
differential +1.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-16)
vs DXY +0.69
vs S&P 500 +0.03
vs DXY beta +0.58 (26w)