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

On 2026-08-12, USD/JPY closed at 159.265, up 0.07% on the day. It trades at 73.5% of its 52-week range. Its RSI(14) of 41.91 is in the 23rd percentile of its history since 1996, and its 20-day return of -1.80% in the 22nd 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 160.97 / 161.183 / 158.111, with price -1.06% / -1.19% / +0.73% against them. Its 52-week range is 146.217–163.979; it closed 2.87% below the high and 8.92% above the low. Its 20-day volatility is 0.639% daily, in the 63rd percentile of its history since 1996. Its 14-day average true range (ATR) is 1.351 (135.1 pips), 0.85% of price. It has returned +1.00% over 5 days and +0.14% over 60 days.

=== USD/JPY  (pip 0.01) ===
  >> close 159.265  +0.068%
  price & change   (as of 2026-08-12, prior 2026-08-11)
    close       159.265
    change      +0.109  (+0.068%, +10.9 pips)
    gap         +0.126  (+12.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-12)
    range       0.737  (73.7 pips)
    close pos   74.1% of range
  moving averages  (as of 2026-08-12)
     20d MA     160.970   price below by -1.06%
     50d MA     161.183   price below by -1.19%
    200d MA     158.111   price above by +0.73%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-12)
    20d stdev   0.639% daily ≈ 10.1% annualized (×√252)   (63rd pct of own history, since 1996 (7693 obs))
    vs easing-2024 avg  1.07× (0.639% vs 0.595% era avg)
  ATR              (as of 2026-08-12)
    ATR(14)    1.351  (135.1 pips)
    ATR%        0.85%   (41st pct of own history, since 1996 (7699 obs))
    range/ATR   54.6%
  52-week range    (as of 2026-08-12)
    high        163.979   (-2.87% from high)
    low         146.217   (+8.92% from low)
  momentum         (as of 2026-08-12)
    RSI(14)     41.91   (23rd pct of own history, since 1996 (7699 obs))
  returns          (as of 2026-08-12)
     5d return  +1.00%
    20d return  -1.80%
    60d return  +0.14%
  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      0.5949%
  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 2026-08-12)
    vs DXY      +0.69
    vs S&P 500  -0.37
    vs DXY beta +0.74 (26w)