USD/JPY: RSI, volatility, 52-week range · daily
On 2026-10-13, USD/JPY closed at 158.52, up 0.20% on the day. At the 2026-10-13 close, USD/JPY was 62.5% of the way from its 52-week low to its high. At the 2026-10-13 close, USD/JPY had an RSI(14) of 57.66, in the 70th percentile of its history since 1996, and its 20-day return of +2.68% was in the 84th percentile. Leveraged-money positioning is net -6.8% of open interest, at 61% of its own two-year positioning range. At the 2026-10-13 close, the 20/50/200-day moving averages of USD/JPY were 157.546 / 157.697 / 158.545, with price +0.62% / +0.52% / -0.02% against them. At the 2026-10-13 close, the 52-week range of USD/JPY was 149.407–163.979; it closed 3.33% below the high and 6.10% above the low. Its 20-day volatility is 0.318% daily, in the 9th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.11 (111 pips), 0.70% of price. It has returned +0.35% over 5 days and -2.44% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== USD/JPY (pip 0.01) ===
>> close 158.520 +0.200%
price & change (as of 2026-10-13, prior 2026-10-12)
close 158.520
change +0.317 (+0.200%, +31.7 pips)
gap +0.306 (+30.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.673 (67.3 pips) (H−L unaffected by the out-of-range close; only close-position is)
close pos n/a (close 0.6 pips above high — async-close artifact)
moving averages (as of 2026-10-13)
20d MA 157.546 price above by +0.62%
50d MA 157.697 price above by +0.52%
200d MA 158.545 price below by -0.02%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-13)
20d stdev 0.318% daily ≈ 5.0% annualised (×√252) (9th pct of own history, since 1996 (7737 obs))
vs easing-2024 avg 0.54× (0.318% vs 0.591% era avg)
ATR (as of 2026-10-13)
ATR(14) 1.110 (111.0 pips)
ATR% 0.70% (21st pct of own history, since 1996 (7743 obs))
range/ATR 60.6%
52-week range (as of 2026-10-13)
high 163.979 (-3.33% from high)
low 149.407 (+6.10% from low)
momentum (as of 2026-10-13)
RSI(14) 57.66 (70th pct of own history, since 1996 (7743 obs))
returns (as of 2026-10-13)
5d return +0.35%
20d return +2.68%
60d return -2.44%
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 2026-10-13)
vs DXY +0.65
vs S&P 500 -0.18
vs DXY beta +0.87 (26w)