mercatusdata

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

On 2026-10-16, USD/JPY closed at 158.143, up 0.12% on the day. At the 2026-10-16 close, USD/JPY was 60.0% of the way from its 52-week low to its high. At the 2026-10-16 close, USD/JPY had an RSI(14) of 53.72, in the 58th percentile of its history since 1996, and its 20-day return of +1.29% was in the 68th percentile. Leveraged-money positioning is net -9.0% of open interest, at 56% of its own two-year positioning range. At the 2026-10-16 close, the 20/50/200-day moving averages of USD/JPY were 157.896 / 157.711 / 158.566, with price +0.16% / +0.27% / -0.27% against them. At the 2026-10-16 close, the 52-week range of USD/JPY was 149.407–163.979; it closed 3.56% below the high and 5.85% 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 1.024 (102.4 pips), 0.65% of price. It has returned +0.05% over 5 days and -3.47% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

USD/JPY here is the price of one US dollar in Japanese yen, so a rise means the US dollar strengthened against the Japanese yen. The series is Yahoo Finance’s daily one for USDJPY=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.

=== USD/JPY  (pip 0.01) ===
  >> close 158.143  +0.118%
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       158.143
    change      +0.186  (+0.118%, +18.6 pips)
    gap         +0.174  (+17.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-16)
    range       0.481  (48.1 pips)
    close pos   93.3% of range
  moving averages  (as of 2026-10-16)
     20d MA     157.896   price above by +0.16%
     50d MA     157.711   price above by +0.27%
    200d MA     158.566   price below by -0.27%
    price mixed vs MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-10-16)
    20d stdev   0.300% daily ≈ 4.8% annualised (×√252)   (7th pct of own history, since 1996 (7740 obs))
    vs easing-2024 avg  0.51× (0.300% vs 0.590% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    1.024  (102.4 pips)
    ATR%        0.65%   (15th pct of own history, since 1996 (7746 obs))
    range/ATR   47.0%
  52-week range    (as of 2026-10-16)
    high        163.979   (-3.56% from high)
    low         149.407   (+5.85% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     53.72   (58th pct of own history, since 1996 (7746 obs))
  returns          (as of 2026-10-16)
     5d return  +0.05%
    20d return  +1.29%
    60d return  -3.47%
  volatility by rate-era
    pre-crisis (to 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 2026-10-13)
    next COT     as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
    net         -33,673 contracts (net short JPY; = long USD in USD/JPY terms)
    net % OI    -9.0%
    net%OI range -33.5% … +10.5% (own 146w)
    w/w change  -8,630
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-16)
    vs DXY      +0.65
    vs S&P 500  -0.17
    vs DXY beta +0.85 (26w)