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

On 2026-08-20, USD/JPY closed at 158.276, down 0.80% on the day. It trades at 67.9% of its 52-week range. Its RSI(14) of 36.74 is in the 11th percentile of its history since 1996, and its 20-day return of -2.95% in the 12th percentile. Leveraged-money positioning is net -13.5% of open interest, at 45% of its own two-year positioning range. Its 20/50/200-day moving averages are 159.941 / 161.059 / 158.273, with price -1.04% / -1.73% / +0.00% against them. Its 52-week range is 146.217–163.979; it closed 3.48% below the high and 8.25% above the low. Its 20-day volatility is 0.646% daily, in the 64th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.196 (119.6 pips), 0.76% of price. It has returned -0.66% over 5 days and -0.81% over 60 days.

=== USD/JPY  (pip 0.01) ===
  >> close 158.276  -0.798%
  price & change   (as of 2026-08-20, prior 2026-08-19)
    close       158.276
    change      -1.274  (-0.798%, -127.4 pips)
    gap         -1.295  (-129.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-20)
    range       0.782  (78.2 pips)
    close pos   12.8% of range
  moving averages  (as of 2026-08-20)
     20d MA     159.941   price below by -1.04%
     50d MA     161.059   price below by -1.73%
    200d MA     158.273   price above by <+0.01%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-20)
    20d stdev   0.646% daily ≈ 10.2% annualized (×√252)   (64th pct of own history, since 1996 (7699 obs))
    vs easing-2024 avg  1.09× (0.646% vs 0.593% era avg)
  ATR              (as of 2026-08-20)
    ATR(14)    1.196  (119.6 pips)
    ATR%        0.76%   (28th pct of own history, since 1996 (7705 obs))
    range/ATR   65.4%
  52-week range    (as of 2026-08-20)
    high        163.979   (-3.48% from high)
    low         146.217   (+8.25% from low)
  momentum         (as of 2026-08-20)
    RSI(14)     36.74   (11th pct of own history, since 1996 (7705 obs))
  returns          (as of 2026-08-20)
     5d return  -0.66%
    20d return  -2.95%
    60d return  -0.81%
  volatility by rate-era
    pre-crisis       0.88%   (from 1996-10-30)
    ZIRP-2009        0.64%
    tightening-2015  0.58%
    ZIRP-2019        0.42%
    tightening-2022  0.68%
    easing-2024      0.59%
  positioning      (as of 2026-08-11)
    next COT     as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
    net         -53,070 contracts (net short JPY; = long USD in USD/JPY terms)
    net % OI    -13.5%
    net%OI range -33.5% … +10.5% (own 137w)
    w/w change  +7,755
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-20)
    vs DXY      +0.68
    vs S&P 500  -0.34
    vs DXY beta +0.71 (26w)