On 2026-07-31, USD/JPY closed at 160.183, down 1.91% on the day. It trades at 78.6% of its 52-week range. Its RSI(14) of 34.02 is in the 7th percentile of its history since 1996, and its 20-day return of -0.78% in the 34th percentile. Leveraged-money positioning is net -23.6% of open interest, in the 23rd percentile of its own two-year range. Its 20/50/200-day moving averages are 162.579 / 161.379 / 157.9, with price -1.47% / -0.74% / +1.45% against them. Its 52-week range is 146.217–163.979; it closed 2.31% below the high and 9.55% above the low. Its 20-day volatility is 0.495% daily, in the 38th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.283 (128.3 pips), 0.80% of price. It has returned -2.23% over 5 days and +2.14% over 60 days.
=== USD/JPY (pip 0.01) ===
>> close 160.183 -1.909%
price & change (as of 2026-07-31, prior 2026-07-30)
close 160.183
change -3.117 (-1.909%, -311.7 pips)
gap -3.121 (-312.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 2.168 (216.8 pips)
close pos 69.9% of range
moving averages (as of 2026-07-31)
20d MA 162.579 price below by -1.47%
50d MA 161.379 price below by -0.74%
200d MA 157.900 price above by +1.45%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-31)
20d stdev 0.495% daily ≈ 7.9% annualized (×√252) (38th pct of own history, since 1996 (7685 obs))
vs easing-2024 avg 0.83× (0.495% vs 0.594% era avg)
ATR (as of 2026-07-31)
ATR(14) 1.283 (128.3 pips)
ATR% 0.80% (34th pct of own history, since 1996 (7691 obs))
range/ATR 168.9%
52-week range (as of 2026-07-31)
high 163.979 (-2.31% from high)
low 146.217 (+9.55% from low)
momentum (as of 2026-07-31)
RSI(14) 34.02 (7th pct of own history, since 1996 (7691 obs))
returns (as of 2026-07-31)
5d return -2.23%
20d return -0.78%
60d return +2.14%
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 0.5938%
positioning (as of 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net -101,990 contracts (net short JPY; = long USD in USD/JPY terms)
net % OI -23.6%
net%OI range -33.5% … +10.5% (own 135w)
w/w change -5,805
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY +0.68
vs S&P 500 -0.15
vs DXY beta +0.88 (26w)