mercatusdata

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

On 2026-10-14, USD/JPY closed at 158.322, down 0.12% on the day. At the 2026-10-14 close, USD/JPY was 61.2% of the way from its 52-week low to its high. At the 2026-10-14 close, USD/JPY had an RSI(14) of 55.66, in the 64th percentile of its history since 1996, and its 20-day return of +1.97% was in the 76th percentile. Leveraged-money positioning is net -6.8% of open interest, at 61% of its own two-year positioning range. At the 2026-10-14 close, the 20/50/200-day moving averages of USD/JPY were 157.699 / 157.709 / 158.553, with price +0.40% / +0.39% / -0.15% against them. At the 2026-10-14 close, the 52-week range of USD/JPY was 149.407–163.979; it closed 3.45% below the high and 5.97% above the low. Its 20-day volatility is 0.305% daily, in the 7th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.089 (108.9 pips), 0.69% of price. It has returned +0.02% over 5 days and -2.98% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-14.

=== USD/JPY  (pip 0.01) ===
  >> close 158.322  -0.125%
  price & change   (as of 2026-10-14, prior 2026-10-13)
    close       158.322
    change      -0.198  (-0.125%, -19.8 pips)
    gap         -0.205  (-20.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-14)
    range       0.814  (81.4 pips)
    close pos   23.8% of range
  moving averages  (as of 2026-10-14)
     20d MA     157.699   price above by +0.40%
     50d MA     157.709   price above by +0.39%
    200d MA     158.553   price below by -0.15%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-14)
    20d stdev   0.305% daily ≈ 4.8% annualised (×√252)   (7th pct of own history, since 1996 (7738 obs))
    vs easing-2024 avg  0.52× (0.305% vs 0.590% era avg)
  ATR              (as of 2026-10-14)
    ATR(14)    1.089  (108.9 pips)
    ATR%        0.69%   (20th pct of own history, since 1996 (7744 obs))
    range/ATR   74.8%
  52-week range    (as of 2026-10-14)
    high        163.979   (-3.45% from high)
    low         149.407   (+5.97% from low)
  momentum         (as of 2026-10-14)
    RSI(14)     55.66   (64th pct of own history, since 1996 (7744 obs))
  returns          (as of 2026-10-14)
     5d return  +0.02%
    20d return  +1.97%
    60d return  -2.98%
  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 2026-10-14)
    vs DXY      +0.66
    vs S&P 500  -0.18
    vs DXY beta +0.87 (26w)