| Field | Value |
|---|---|
| Instrument | USD_CAD |
| Price | 1.37326 |
| Currency | USD |
| Unit | CAD |
| Timestamp | 2026-03-13T18:01:00Z |
| Trigger | Scheduled point-in-time snapshot |
| Trigger Ref | - |
| id | component | category | value | percent | basis | trend | confidence | references |
|---|---|---|---|---|---|---|---|---|
| PA001 | Oil price surge (Hormuz blockade) | fundamental-premium | -0.4806 | 35% | Brent at ~$101 due to Hormuz blockade removing 16+ mb/d; CAD highly correlated with oil (~0.7); direct positive impact on Canada's trade balance | bearish | high | - |
| PA002 | Interest rate differential narrowing | fundamental-premium | -0.2472 | 18% | Rate spread narrowed from ~200bp+ to ~125bp (Fed 3.50-3.75% vs BoC 2.25%); current level supports CAD vs prior wide differential | bearish | medium | - |
| PA003 | War duration uncertainty | risk-premium | +0.2060 | 15% | War expected to end in 2-4 weeks per Trump comments; risk of oil collapse and CAD reversal creates positive risk premium for USD | bullish | medium | - |
| PA004 | Oil-driven CAD inflows | demand-pull | -0.1648 | 12% | Manifested outcome of oil surge; CAD strongest G7 currency; USD/CAD at 1-month low reflects accumulated positioning | bearish | high | - |
| PA005 | US labor market weakening | fundamental-premium | -0.1099 | 8% | NFP miss (-92K) and unemployment jump (4.4%); increases probability of future Fed cuts, though currently constrained by sticky PCE inflation | bearish | medium | - |
| PA006 | Extreme CAD positioning (97th pctl) | speculative-premium | +0.0824 | 6% | Crowded long CAD positioning creates asymmetric reversal risk; historically extreme positioning precedes mean reversion | bullish | medium | - |
| PA007 | US-Canada trade tensions | risk-premium | +0.0549 | 4% | Structural uncertainty from Section 232/301 tariffs; USMCA July 2026 review is future risk; currently overshadowed by oil dynamics | bullish | low | - |
| PA008 | IEA reserve release | supply-disruption | -0.0275 | 2% | 400M barrel release failed to sustainably lower prices; structural Hormuz disruption overwhelms reserve effect; minimal ongoing influence | bearish | low | - |
Residual: +0.0600 Validation: Components sum to 1.3133 vs actual 1.37326 (net bearish factors: -1.0300, net bullish factors: +0.3433, implied base: ~0.6867)
| id | instrument | forecastDate | targetDate | targetTimeframe | compositePrice | compositeLow | compositeHigh | compositeConfidence | status | actualClose | error | errorPercent | references |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PF001 | USD_CAD | 2026-03-13 | 2026-03-17 | 2-4 trading days | 1.3673 | 1.355 | 1.38 | medium | active | - | - | - | EV001,EV010,EV011 |
| PF002 | USD_CAD | 2026-03-13 | 2026-03-27 | 1-2 weeks | 1.355 | 1.34 | 1.39 | low | active | - | - | - | EV001,EV003,EV010 |
| PF003 | USD_CAD | 2026-03-13 | 2026-03-18 | 3 trading days | 1.3673 | 1.3400 | 1.4000 | medium | active | - | - | - | PAT001 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 1.36 | 1.34 | 1.38 | medium | 35 | Base case 55% at 1.3550-1.3650 anchors forecast; oil-driven CAD strength dominates | EV001,EV010 |
| participant | positioning-flow | 1.37 | 1.355 | 1.385 | medium | 25 | Extreme CAD longs (97th pct) create reversal risk; institutional flat suggests consolidation | EV013 |
| pattern | technical-level | 1.365 | 1.353 | 1.375 | medium | 20 | Range-bound structure with support 1.353, resistance 1.375; bearish bias within range | - |
| regime | regime-model | 1.365 | 1.35 | 1.38 | medium | 20 | Policy Divergence Range with Oil-Driven CAD Rally overlay; target 1.3650 | EV001,EV011 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 1.35 | 1.33 | 1.39 | low | 35 | War end timing (2-4 weeks) is key unknown; if oil stays high, CAD strength extends to 1.34-1.35 | EV001,EV003 |
| participant | positioning-flow | 1.36 | 1.34 | 1.39 | low | 25 | Extreme positioning more likely to unwind over 2-week horizon; potential squeeze risk | EV013 |
| pattern | technical-level | 1.355 | 1.348 | 1.38 | medium | 20 | Range breakout likely over 2 weeks; bias toward downside test of 1.348 support | - |
| regime | regime-model | 1.355 | 1.34 | 1.39 | low | 20 | Regime transition possible if war ends; binary outcome around oil trajectory | EV001,EV003 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 1.3623 | 1.3400 | 1.4000 | medium | 35 | Base case (55%) targets 1.3550-1.3650 on continued oil strength; bear case (25%) targets 1.3400-1.3500 on oil spike above $110; bull case (20%) targets 1.3800-1.4000 if war ends and oil collapses. Key driver is Hormuz blockade sustaining oil prices and supporting CAD. | fundamental/result.md |
| participant | positioning-flow | 1.3700 | 1.3530 | 1.3750 | medium | 25 | No dominant participant; market in equilibrium. Commercial hedgers provide structural floor at 1.353. Institutions appear flat, building positions ahead of directional catalyst. Higher-low sequence suggests slight bullish bias toward 1.375 range high. | technical/participants.md |
| pattern | technical-level | 1.3750 | 1.3530 | 1.3970 | medium | 20 | 6-week range consolidation (1.353-1.375) confirmed. Ascending channel and higher-low sequence from March 9 suggest test of 1.375 resistance. Compression on H1 indicates imminent expansion. Breakout target 1.397 if 1.375 breaks; breakdown target 1.331 if 1.348 fails. | technical/patterns.md |
| regime | historical-analog | 1.3650 | 1.3480 | 1.3800 | medium | 20 | Policy Divergence Range archetype (85% alignment) with Oil-Driven CAD Rally overlay. Mean reversion to 1.365 mid-range most probable within validity window. Range established since January has contained multiple boundary tests. Invalidation at 1.3800 above or 1.3480 below. | regime/result.md |