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

On 2026-07-03, USD/JPY closed at 161.449, down 0.67% on the day. It trades at 91.8% of its 52-week range. Its RSI(14) of 57.51 is in the 69th percentile of its history since 1996, and its 20-day return of +0.91% in the 62nd percentile. Leveraged-money positioning is net -22.5% of open interest, in the 25th percentile of its own two-year range.

=== USD/JPY  (pip 0.01) ===
  >> close 161.449  -0.671%
  price & change   (as of 2026-07-03, prior 2026-07-02)
    close       161.449
    change      -1.090  (-0.671%, -109.0 pips)
    gap         -1.135  (-113.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-03)
    range       0.874  (87.4 pips)
    close pos   94.9% of range
  moving averages  (as of 2026-07-03)
     20d MA     161.127   price above by +0.20%
     50d MA     159.615   price above by +1.15%
    200d MA     156.679   price above by +3.04%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-03)
    20d stdev   0.232% daily   (2nd pct of own history)
    vs easing-2024 avg  0.39× (0.232% vs 0.597% era avg)
  ATR              (as of 2026-07-03)
    ATR(14)    0.762  (76.2 pips)
    ATR%        0.47%   (2nd pct of own history)
    range/ATR   114.6%
  52-week range    (as of 2026-07-03)
    high        162.836   (-0.85% from high)
    low         145.856   (+10.69% from low)
  momentum         (as of 2026-07-03)
    RSI(14)     57.51   (69th pct of own history)
  returns          (as of 2026-07-03)
     5d return  -0.22%
    20d return  +0.91%
    60d return  +1.47%
  volatility by rate-era
    pre-crisis       0.8804%   (from 1996-10-30)
    ZIRP-2009        0.6396%
    tightening-2015  0.5829%
    ZIRP-2019        0.4159%
    tightening-2022  0.6795%
    easing-2024      0.5968%
  positioning      (as of 2026-06-23)
    next COT     as of 2026-06-30 (released ~that Fri, later if a holiday intervenes) — newer data due
    net         -97,092 contracts (net short JPY; = long USD in USD/JPY terms)
    net % OI    -22.5%
    net%OI range -33.5% … +10.5% (own 130w)
    w/w change  -320
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-02)
    vs DXY      +0.56
    vs S&P 500  -0.11
    vs DXY beta +0.77 (26w)