Canadian Dollar Implied Volatility

Canadian Dollar Implied Volatility closed up by 5.6% to 7.17 on 23 January 2021 and +19.1% on a weekly basis. Canadian Dollar Implied Volatility momentum was last calculated at +0.0/100 indicating positive momentum. Canadian Dollar Implied Volatility trend is +25.0/100 indicating a positive trend. Canadian Dollar Implied Volatility momentum exhaustion is -0.15414 indicating Canadian Dollar Implied Volatility is oversold.Canadian Dollar Implied Volatility RSI is 51.7007 .

Canadian Dollar Implied Volatility Chart

Canadian Dollar Implied Volatility

Canadian Dollar Implied Volatility Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Canadian Dollar Implied Volatility CADUSD.IV 7.17 0 0.25 -0.15414 51.7007 5.6 19.1 16.78 0.69533

Canadian Dollar Implied Volatility closed at 7.17 on 23 January 2021. Canadian Dollar Implied Volatility trend was last calculated at +25.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. Canadian Dollar Implied Volatility momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. Canadian Dollar Implied Volatility momentum exhaustion is -0.15414 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Canadian Dollar Implied Volatility is oversold and a possible reversal is imminent. Canadian Dollar Implied Volatility RSI was last calculated at 51.7007. Canadian Dollar Implied Volatility moving averages were last recorded as follows: 1-month moving average: 6.798 in an uptrend , 1-quarter moving average: 6.98583 in a downtrend and 1-year moving average: 7.22802 in an uptrend. Canadian Dollar Implied Volatility annual return was last recorded at None%, daily return was last recorded at 5.6%, and weekly return was last recorded at 19.1%. Canadian Dollar Implied Volatility histrorical 20-day volatility was last recorded at 57.9106%, Canadian Dollar Implied Volatility alpha None, Canadian Dollar Implied Volatility beta None and Canadian Dollar Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor Canadian Dollar Implied Volatility statistics based on historical data since 1970.

Canadian Dollar Implied Volatility News

Canada Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
S&P/TSX Composite TSE 20110 0 0.75 1.04503 53.0961 -0.18 -0.45 4.9 0.02168
Canada ETF EWC 36.75 1 1 1.46073 64.0678 -0.46 -2.23 3.84 0.05137
Canadian Dollar US Dollar (CAD/USD) CADUSD 1.26 -1 -1 -1.6968 36.9602 0.73 2.37 2.32 -0.02377
Canada 10-Year Bond Yield CA.10Y 1.22 -0.5 -0.25 -0.24481 42.0376 -5.79 -14.14 -20.31 -0.55997
Canada 5-Year Bond Yield CA.5Y 0.81 -0.5 -0.5 -0.54129 34.4957 -11.09 -14.74 -14.74 -0.7685
Canada 2-year bond yield CA.2Y 0.48 -1 -1 -0.68963 31.5507 5.49 11.63 47.69 -0.87739
Canada Yield Curve CA.YC 0.75 0 0.75 1.33408 52.2334 -10.71 -24.32 -37.81 -6.34831
Canada Credit Default Swaps CDS.Canada 37.8 -0.5 0.5 1.80113 61.3233 0 0 -0.26 0.10909

Canada Economic Indicators

Indicator Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade -1390 462 -4.00866 -0.22902 1.0 1.0 0.45 2021-05-31
bank lending rate 2.45 2.45 0 -0.379747 -1.0 -1.0 0.025 2020-05-30
banks balance sheet 7096120 7053360 0.00606236 0.1325 1.0 1.0 0.916667 2020-09-30
building permits 11107200 11162400 -0.00494517 0.801996 1.0 1.0 1 2021-04-30
business confidence 71.9 64.7 0.111283 0.235395 1.0 1.0 0.933333 2021-06-30
capacity utilization 81.7 79.7 0.0250941 -0.0203837 1.0 -1.0 0.366667 2021-01-31
capital flows -38 -48 -0.208333 1.71429 1.0 -1.0 0.766667 2021-01-01
car registrations 151912 166709 -0.0887595 0.39148 1.0 1.0 0.966667 2021-05-31
central bank balance sheet 476713 476164 0.00115296 0.0134614 -1.0 1.0 0.0166667 2021-05-31
consumer confidence 55.7 51.49 0.0817634 0.263325 1.0 1.0 0.966667 2021-07-31
consumer price index cpi 141 140.3 0.00498931 0.0360029 1.0 1.0 1 2021-05-31
core inflation rate 2.8 2.3 0.217391 3 1.0 1.0 1 2021-05-31
current account 1180 -7261 -1.16251 -1.08033 1.0 1.0 0.216667 2021-01-01
current account to gdp -1.9 -2.1 -0.0952381 -5.75 1.0 -1.0 0 2019-02-28
deposit interest rate 0.16 0.16 0 0.333333 1.0 1.0 0.716667 2021-05-28
exports 49530 50333.4 -0.0159616 0.456542 1.0 1.0 0.983333 2021-05-31
external debt 3036230 3147440 -0.0353335 0.211401 1.0 1.0 0.3 2021-01-31
fiscal expenditure 64021 42170 0.518165 0.683877 1.0 1.0 0.9 2021-03-31
foreign direct investment 19620 2482 6.90492 0.19503 1.0 1.0 0.6 2021-01-01
foreign exchange reserves 89053 89205 -0.00170394 0.020349 1.0 1.0 0.483333 2021-06-30
gdp 1736.43 1716.26 0.0117523 0.185293 1.0 1.0 0 2019-01-31
Real GDP 2077770 2045920 0.0155676 0.015786 1.0 1.0 0.183333 2021-01-01
gdp growth 1.4 2.2 -0.363636 1 1.0 1.0 0.841667 2021-01-01
gdp growth annual 0.3 -3.2 -1.09375 -0.884615 1.0 -1.0 0.266667 2021-01-01
gdp growth annualized 5.6 9.3 -0.397849 1.15385 1.0 1.0 0.85 2021-01-01
gold reserves 1.7 3 -0.433333 -0.5 -1.0 -1.0 0 2015-10-01
government budget -15.9 -1.5 9.6 -27.5 -1.0 -1.0 0 2019-02-28
Government budget -31440 -14370 1.18789 1.12519 -1.0 -1.0 0.833333 2021-03-31
government debt to gdp 117.8 86.8 0.357143 0.732353 1.0 1.0 0 2020-01-31
government revenues 34517 29177 0.183021 0.338387 1.0 1.0 1 2021-03-31
housing index 116 114.4 0.013986 0.113244 1.0 1.0 1 2021-05-31
housing starts 282.07 286.296 -0.0147609 0.330695 1.0 1.0 0.9 2021-06-30
imports 50916.2 49871 0.0209581 0.421919 1.0 1.0 1 2021-05-31
industrial production 1.83 -4.58 -1.39956 -1.32162 1.0 1.0 0.4 2021-03-31
industrial production mom 0.7 -1.5 -1.46667 -1.12963 1.0 1.0 0.5 2021-03-31
inflation cpi 3.6 3.4 0.0588235 -10 1.0 1.0 0.0333333 2021-05-31
interbank rate 0.44 0.44 0 0 1.0 -1.0 0.6 2021-06-01
interest rate 0.25 0.25 0 -0.857143 -1.0 -1.0 0.025 2021-01-20
loans to private sector 456553 470238 -0.0291023 -0.152413 -1.0 -1.0 0.0166667 2021-04-30
manufacturing pmi 56.5 57 -0.00877193 0.182008 1.0 1.0 0.95 2021-06-30
money supply m0 496802 494586 0.00448052 3.77754 1.0 1.0 0.983333 2021-03-31
money supply m1 1500000 1460600 0.0269752 0.264734 1.0 1.0 0.866667 2021-04-30
money supply m2 2199730 2182620 0.0078392 0.14678 1.0 1.0 0.833333 2021-04-30
money supply m3 2944240 2966080 -0.00736325 0.0452577 1.0 1.0 0.233333 2021-04-30
Producer Price Index 113.9 114.4 -0.00437063 0.162245 1.0 1.0 0.983333 2021-06-30
PPI Index 386917 382315 0.0120372 0.0517736 1.0 1.0 0.85 2021-05-31
retail sales MoM -5.7 3.6 -2.58333 -0.770161 -1.0 1.0 0.666667 2021-04-30
retail sales 56.7 24.7 1.29555 -2.78302 1.0 1.0 0.1 2021-04-30
retail sales ex autos -7.2 4.3 -2.67442 -0.652174 -1.0 1.0 0.666667 2021-04-30
unemployment rate 7.8 8.2 -0.0487805 -0.365854 -1.0 -1.0 0.05 2021-06-30
youth unemployment rate 13.6 15.9 -0.144654 -0.50365 -1.0 -1.0 0.0166667 2021-06-30
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