NorthStarCanada–U.S. macro intelligence

Data refreshed Sep 25, 2026, 10:49 a.m. ET

How sensitive is the Canadian economy to currency swings, oil prices and cross-border trade shocks?

The Canadian dollar is averaging 71.8 U.S. cents this month, with WTI crude near $98. Over the past year, their monthly moves had a correlation of 0.18.

Canada · CAD/USD exchange rate
0.72USD per CAD
Month to date−0 vs prior
U.S. · WTI crude oil
98.42USD/bbl
Month to date+14.52 vs prior
Canada · CAD–oil correlation (12 months)
0.18corr
Month to date−0.02 vs prior
Canada · Share of exports going to the U.S.
66.35%
Jul 2026−3.04 pp vs prior
Canada · Merchandise trade balance
769.2mn CAD
Jul 2026−3,432.2 vs prior

Canadian dollar vs crude oil

  • Canada: CAD/USD exchange rate (USD per CAD)
  • U.S.: WTI crude oil (USD/bbl), right axis

Monthly averages. Canada is a large oil exporter, so the loonie often moves with crude.

How closely the loonie tracks oil

  • Canada: CAD–oil correlation (12 months) (corr)
  • Canada: CAD–oil correlation (36 months) (corr)

Rolling correlation of monthly percentage changes in CAD/USD and WTI. 1 means they move together perfectly.

Share of Canadian merchandise exports going to the U.S.

  • Canada: Share of exports going to the U.S. (%)

A simple gauge of exposure to U.S. trade policy, including tariffs under CUSMA.

Trade balances

  • Canada: Merchandise trade balance (mn CAD)
  • U.S.: Goods & services trade balance (mn USD), right axis

Canada: merchandise trade, CAD millions. U.S.: goods and services, USD millions (right axis).

Commodity prices, year over year

  • Canada: BoC commodity price index (BCPI) (% y/y)
  • Canada: BCPI energy (% y/y)
  • Canada: BCPI excluding energy (% y/y)

Bank of Canada commodity price index in U.S. dollars, a proxy for Canada's terms of trade. Metals, forestry and farm goods (ex-energy) matter more outside the Prairies.

Canadian dollar vs the Canada–U.S. 2-year yield gap

  • Canada: CAD/USD exchange rate (USD per CAD)
  • Canada: Canada minus U.S. 2-year yield (pp), right axis

The 2-year gap reflects where markets expect each central bank's rate to go. A wider negative gap typically weighs on the loonie, independent of oil.

Canadian dollar vs the broad U.S. dollar

  • Canada: CAD/USD exchange rate (USD per CAD)
  • U.S.: Broad trade-weighted U.S. dollar (index), right axis

Fed's trade-weighted U.S. dollar index (right). When both lines move against each other, the move is mostly about the U.S. dollar rather than Canada.

Canadian exports: U.S. vs rest of world, year over year

  • Canada: Merchandise exports to U.S. (% y/y)
  • Canada: Merchandise exports to non-U.S. markets (% y/y)

Shows whether exporters are diversifying away from the U.S. market as tariffs change. Merchandise trade, customs basis.