mercatusdata

USD/CAD: RSI, volatility, 52-week range · daily

On 2026-10-20, USD/CAD closed at 1.41053, down 0.10% on the day. At the 2026-10-20 close, USD/CAD was 76.2% of the way from its 52-week low to its high. At the 2026-10-20 close, USD/CAD had an RSI(14) of 46.72, in the 39th percentile of its history since 2003, and its 20-day return of +0.52% was in the 60th percentile. Leveraged-money positioning is net -23.3% of open interest, at 34% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of USD/CAD were 1.41947 / 1.40028 / 1.38796, with price -0.63% / +0.73% / +1.63% against them. At the 2026-10-20 close, the 52-week range of USD/CAD was 1.3484–1.42989; it closed 1.35% below the high and 4.61% above the low. Its 20-day volatility is 0.260% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00728 (72.8 pips), 0.52% of price. It has returned -1.23% over 5 days and -0.13% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 1.41053  -0.098%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       1.41053
    change      -0.00139  (-0.098%, -13.9 pips)
    gap         -0.00148  (-14.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.00721  (72.1 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.9 pips above high — async-close artifact)
  moving averages  (as of 2026-10-20)
     20d MA     1.41947   price below by -0.63%
     50d MA     1.40028   price above by +0.73%
    200d MA     1.38796   price above by +1.63%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-20)
    20d stdev   0.260% daily ≈ 4.1% annualised (×√252)   (8th pct of own history, since 2003 (5983 obs))
    vs easing-2024 avg  0.81× (0.260% vs 0.323% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.00728  (72.8 pips)
    ATR%        0.52%   (11th pct of own history, since 2003 (5989 obs))
    range/ATR   99.0%
  52-week range    (as of 2026-10-20)
    high        1.42989   (-1.35% from high)
    low         1.34840   (+4.61% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     46.72   (39th pct of own history, since 2003 (5989 obs))
  returns          (as of 2026-10-20)
     5d return  -1.23%
    20d return  +0.52%
    60d return  -0.13%
  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 2026-10-19, daily effective)
    next Fed              2026-10-28  (8 days)
    CAD (BOC_TARGET)      2.25%  (as of 2026-10-19, announced target)
    next BoC              2026-10-28  (8 days)
    differential    +1.63%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-20)
    vs DXY      +0.69
    vs S&P 500  +0.02
    vs DXY beta +0.60 (26w)