USD/JPY: RSI, volatility, 52-week range · daily
On 2026-10-15, USD/JPY closed at 157.957, down 0.23% on the day. At the 2026-10-15 close, USD/JPY was 58.7% of the way from its 52-week low to its high. At the 2026-10-15 close, USD/JPY had an RSI(14) of 52.08, in the 53rd percentile of its history since 1996, and its 20-day return of +1.25% was in the 67th percentile. Leveraged-money positioning is net -6.8% of open interest, at 61% of its own two-year positioning range. At the 2026-10-15 close, the 20/50/200-day moving averages of USD/JPY were 157.796 / 157.717 / 158.559, with price +0.10% / +0.15% / -0.38% against them. At the 2026-10-15 close, the 52-week range of USD/JPY was 149.407–163.979; it closed 3.67% below the high and 5.72% above the low. Its 20-day volatility is 0.300% daily, in the 7th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.066 (106.6 pips), 0.67% of price. It has returned -0.07% over 5 days and -3.14% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-15.
=== USD/JPY (pip 0.01) ===
>> close 157.957 -0.231%
price & change (as of 2026-10-15, prior 2026-10-14)
close 157.957
change -0.365 (-0.231%, -36.5 pips)
gap -0.377 (-37.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-15)
range 0.651 (65.1 pips)
close pos 61.8% of range
moving averages (as of 2026-10-15)
20d MA 157.796 price above by +0.10%
50d MA 157.717 price above by +0.15%
200d MA 158.559 price below by -0.38%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-10-15)
20d stdev 0.300% daily ≈ 4.8% annualised (×√252) (7th pct of own history, since 1996 (7739 obs))
vs easing-2024 avg 0.51× (0.300% vs 0.590% era avg)
ATR (as of 2026-10-15)
ATR(14) 1.066 (106.6 pips)
ATR% 0.67% (18th pct of own history, since 1996 (7745 obs))
range/ATR 61.1%
52-week range (as of 2026-10-15)
high 163.979 (-3.67% from high)
low 149.407 (+5.72% from low)
momentum (as of 2026-10-15)
RSI(14) 52.08 (53rd pct of own history, since 1996 (7745 obs))
returns (as of 2026-10-15)
5d return -0.07%
20d return +1.25%
60d return -3.14%
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 2026-10-15)
vs DXY +0.66
vs S&P 500 -0.17
vs DXY beta +0.87 (26w)