USD/JPY: RSI, volatility, 52-week range · daily
On 2026-10-12, USD/JPY closed at 158.37, up 0.19% on the day. At the 2026-10-12 close, USD/JPY was 61.5% of the way from its 52-week low to its high. At the 2026-10-12 close, USD/JPY had an RSI(14) of 56.47, in the 66th percentile of its history since 1996, and its 20-day return of +3.22% was in the 88th percentile. Leveraged-money positioning is net -6.8% of open interest, at 61% of its own two-year positioning range. At the 2026-10-12 close, the 20/50/200-day moving averages of USD/JPY were 157.347 / 157.68 / 158.536, with price +0.65% / +0.44% / -0.11% against them. At the 2026-10-12 close, the 52-week range of USD/JPY was 149.407–163.979; it closed 3.42% below the high and 6.00% above the low. Its 20-day volatility is 0.336% daily, in the 11th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.119 (111.9 pips), 0.71% of price. It has returned +0.40% over 5 days and -2.55% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== USD/JPY (pip 0.01) ===
>> close 158.370 +0.194%
price & change (as of 2026-10-12, prior 2026-10-09)
close 158.370
change +0.307 (+0.194%, +30.7 pips)
gap +0.156 (+15.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.339 (33.9 pips)
close pos 88.2% of range
moving averages (as of 2026-10-12)
20d MA 157.347 price above by +0.65%
50d MA 157.680 price above by +0.44%
200d MA 158.536 price below by -0.11%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-12)
20d stdev 0.336% daily ≈ 5.3% annualised (×√252) (11th pct of own history, since 1996 (7736 obs))
vs easing-2024 avg 0.57× (0.336% vs 0.591% era avg)
ATR (as of 2026-10-12)
ATR(14) 1.119 (111.9 pips)
ATR% 0.71% (22nd pct of own history, since 1996 (7742 obs))
range/ATR 30.3%
52-week range (as of 2026-10-12)
high 163.979 (-3.42% from high)
low 149.407 (+6.00% from low)
momentum (as of 2026-10-12)
RSI(14) 56.47 (66th pct of own history, since 1996 (7742 obs))
returns (as of 2026-10-12)
5d return +0.40%
20d return +3.22%
60d return -2.55%
volatility by rate-era
pre-crisis (through 2008) 0.88% (from 1996-10-30)
ZIRP (2009–2015) 0.64%
tightening (2015–2018) 0.58%
ZIRP (2019–2021) 0.42%
tightening (2022–2023) 0.68%
easing (2024– ) 0.59%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -25,043 contracts (net short JPY; = long USD in USD/JPY terms)
net % OI -6.8%
net%OI range -33.5% … +10.5% (own 145w)
w/w change -10,882
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY +0.66
vs S&P 500 -0.18
vs DXY beta +0.88 (26w)