USD/JPY: 20-day volatility 0.241% daily (2nd pct)

On 2026-07-08, USD/JPY closed at 162.363, up 0.17% on the day. It trades at 97.2% of its 52-week range. Its RSI(14) of 66.39 is in the 89th percentile of its history since 1996, and its 20-day return of +1.23% in the 67th percentile. Leveraged-money positioning is net -26.3% of open interest, in the 16th percentile of its own two-year range.

=== USD/JPY  (pip 0.01) ===
  >> close 162.363  +0.170%   · 20d vol 0.241% daily (2nd pct, since 1996 (7668 obs))
     cross-signal: flow signals align USD/JPY up: 20d return, daily %
  price & change   (as of 2026-07-08, prior 2026-07-07)
    close       162.363
    change      +0.275  (+0.170%, +27.5 pips)
    gap         +0.274  (+27.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-08)
    range       0.618  (61.8 pips)
    close pos   45.8% of range
  moving averages  (as of 2026-07-08)
     20d MA     161.377   price above by +0.61%
     50d MA     159.763   price above by +1.63%
    200d MA     156.868   price above by +3.50%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-08)
    20d stdev   0.241% daily ≈ 3.8% annualized (×√252)   (2nd pct of own history, since 1996 (7668 obs))
    vs easing-2024 avg  0.40× (0.241% vs 0.596% era avg)
  ATR              (as of 2026-07-08)
    ATR(14)    0.762  (76.2 pips)
    ATR%        0.47%   (2nd pct of own history, since 1996 (7674 obs))
    range/ATR   81.0%
  52-week range    (as of 2026-07-08)
    high        162.836   (-0.29% from high)
    low         145.856   (+11.32% from low)
  momentum         (as of 2026-07-08)
    RSI(14)     66.39   (89th pct of own history, since 1996 (7674 obs))
  returns          (as of 2026-07-08)
     5d return  -0.16%
    20d return  +1.23%
    60d return  +2.25%
  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      0.5957%
  positioning      (as of 2026-06-30)
    next COT     as of 2026-07-07 (released ~that Fri, later if a holiday intervenes)
    net         -115,400 contracts (net short JPY; = long USD in USD/JPY terms)
    net % OI    -26.3%
    net%OI range -33.5% … +10.5% (own 131w)
    w/w change  -18,308
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-08)
    vs DXY      +0.54
    vs S&P 500  -0.11
    vs DXY beta +0.76 (26w)