USD/JPY: 20-day volatility 0.279% daily (5th percentile)
On 2026-10-19, USD/JPY closed at 157.806, down 0.21% on the day. At the 2026-10-19 close, USD/JPY was 54.9% of the way from its 52-week low to its high. At the 2026-10-19 close, USD/JPY had an RSI(14) of 50.37, in the 48th percentile of its history since 1996, and its 20-day return of +0.48% was in the 55th percentile. Leveraged-money positioning is net -9.0% of open interest, at 56% of its own two-year positioning range. At the 2026-10-19 close, the 20/50/200-day moving averages of USD/JPY were 157.934 / 157.71 / 158.564, with price -0.08% / +0.06% / -0.48% against them. At the 2026-10-19 close, the 52-week range of USD/JPY was 150.286–163.979; it closed 3.76% below the high and 5.00% above the low. Its 20-day volatility is 0.279% daily, in the 5th percentile of its history since 1996. Its 14-day average true range (ATR) is 1.008 (100.8 pips), 0.64% of price. It has returned -0.25% over 5 days and -3.55% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-19.
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 157.806 -0.213% · 20d vol 0.279% daily (5th pct, since 1996 (7741 obs))
price & change (as of 2026-10-19, prior 2026-10-16)
close 157.806
change -0.337 (-0.213%, -33.7 pips)
gap -0.376 (-37.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-19)
range 0.803 (80.3 pips)
close pos 12.7% of range
moving averages (as of 2026-10-19)
20d MA 157.934 price below by -0.08%
50d MA 157.710 price above by +0.06%
200d MA 158.564 price below by -0.48%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-10-19)
20d stdev 0.279% daily ≈ 4.4% annualised (×√252) (5th pct of own history, since 1996 (7741 obs))
vs easing-2024 avg 0.47× (0.279% vs 0.589% era avg)
ATR (as of 2026-10-19)
ATR(14) 1.008 (100.8 pips)
ATR% 0.64% (14th pct of own history, since 1996 (7747 obs))
range/ATR 79.6%
52-week range (as of 2026-10-19)
high 163.979 (-3.76% from high)
low 150.286 (+5.00% from low)
momentum (as of 2026-10-19)
RSI(14) 50.37 (48th pct of own history, since 1996 (7747 obs))
returns (as of 2026-10-19)
5d return -0.25%
20d return +0.48%
60d return -3.55%
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 2026-10-19)
vs DXY +0.65
vs S&P 500 -0.18
vs DXY beta +0.85 (26w)