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

On 2026-08-11, USD/JPY closed at 159.156, up 0.80% on the day. It trades at 72.8% of its 52-week range. Its RSI(14) of 41.11 is in the 21st percentile of its history since 1996, and its 20-day return of -2.02% in the 20th percentile. Leveraged-money positioning is net -14.5% of open interest, at 43% of its own two-year positioning range. Its 20/50/200-day moving averages are 161.116 / 161.197 / 158.086, with price -1.22% / -1.27% / +0.68% against them. Its 52-week range is 146.217–163.979; it closed 2.94% below the high and 8.85% above the low. Its 20-day volatility is 0.638% daily, in the 63rd percentile of its history since 1996. Its 14-day average true range (ATR) is 1.398 (139.8 pips), 0.88% of price. It has returned +1.03% over 5 days and +0.19% over 60 days.

=== USD/JPY  (pip 0.01) ===
  >> close 159.156  +0.801%
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       159.156
    change      +1.265  (+0.801%, +126.5 pips)
    gap         +1.263  (+126.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-11)
    range       0.379  (37.9 pips)
    close pos   40.1% of range
  moving averages  (as of 2026-08-11)
     20d MA     161.116   price below by -1.22%
     50d MA     161.197   price below by -1.27%
    200d MA     158.086   price above by +0.68%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-11)
    20d stdev   0.638% daily ≈ 10.1% annualized (×√252)   (63rd pct of own history, since 1996 (7692 obs))
    vs easing-2024 avg  1.07× (0.638% vs 0.595% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    1.398  (139.8 pips)
    ATR%        0.88%   (46th pct of own history, since 1996 (7698 obs))
    range/ATR   27.1%
  52-week range    (as of 2026-08-11)
    high        163.979   (-2.94% from high)
    low         146.217   (+8.85% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     41.11   (21st pct of own history, since 1996 (7698 obs))
  returns          (as of 2026-08-11)
     5d return  +1.03%
    20d return  -2.02%
    60d return  +0.19%
  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      0.5953%
  positioning      (as of 2026-08-04)
    next COT     as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
    net         -60,825 contracts (net short JPY; = long USD in USD/JPY terms)
    net % OI    -14.5%
    net%OI range -33.5% … +10.5% (own 136w)
    w/w change  +41,165
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-11)
    vs DXY      +0.69
    vs S&P 500  -0.37
    vs DXY beta +0.74 (26w)