mercatusdata

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

On 2026-10-20, USD/JPY closed at 158.523, up 0.45% on the day. At the 2026-10-20 close, USD/JPY was 59.5% of the way from its 52-week low to its high. At the 2026-10-20 close, USD/JPY had an RSI(14) of 56.57, in the 67th percentile of its history since 1996, and its 20-day return of +0.73% was in the 59th percentile. Leveraged-money positioning is net -9.0% of open interest, at 56% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of USD/JPY were 157.992 / 157.697 / 158.567, with price +0.34% / +0.52% / -0.03% against them. At the 2026-10-20 close, the 52-week range of USD/JPY was 150.492–163.979; it closed 3.33% below the high and 5.34% above the low. Its 20-day volatility is 0.293% daily, in the 6th percentile of its history since 1996. Its 14-day average true range (ATR) is 0.992 (99.2 pips), 0.63% of price. It has returned +0.00% over 5 days and -3.20% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 158.523  +0.454%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       158.523
    change      +0.717  (+0.454%, +71.7 pips)
    gap         +0.712  (+71.2 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.715  (71.5 pips)
    close pos   90.3% of range
  moving averages  (as of 2026-10-20)
     20d MA     157.992   price above by +0.34%
     50d MA     157.697   price above by +0.52%
    200d MA     158.567   price below by -0.03%
    price mixed vs MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-10-20)
    20d stdev   0.293% daily ≈ 4.6% annualised (×√252)   (6th pct of own history, since 1996 (7742 obs))
    vs easing-2024 avg  0.50× (0.293% vs 0.589% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.992  (99.2 pips)
    ATR%        0.63%   (13th pct of own history, since 1996 (7748 obs))
    range/ATR   72.1%
  52-week range    (as of 2026-10-20)
    high        163.979   (-3.33% from high)
    low         150.492   (+5.34% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     56.57   (67th pct of own history, since 1996 (7748 obs))
  returns          (as of 2026-10-20)
     5d return  <+0.01%
    20d return  +0.73%
    60d return  -3.20%
  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 2026-10-20)
    vs DXY      +0.64
    vs S&P 500  -0.17
    vs DXY beta +0.84 (26w)