| Field | Value |
|---|---|
| Instrument | USD_JPY |
| Price | 159.368 JPY |
| Currency | JPY |
| Unit | JPY per USD |
| Timestamp | 2026-03-13T06:00:00Z |
| Trigger | Scheduled point-in-time snapshot |
| Trigger Ref | - |
| id | component | category | value | percent | basis | trend | confidence | references |
|---|---|---|---|---|---|---|---|---|
| PA001 | Fed-BoJ policy divergence | fundamental-premium | +39.84 | 25% | Core driver of USD/JPY; 275bp spread dominates carry trade flows | stable | high | - |
| PA002 | US yields elevated | fundamental-premium | +31.87 | 20% | 10Y at 4.27% feeds into carry trade calculations | stable | high | - |
| PA003 | Japan oil import shock | supply-disruption | +28.69 | 18% | Acute negative terms of trade shock; 90% ME oil dependency | rising | medium | - |
| PA004 | MoF intervention risk | risk-premium | -19.12 | 12% | At 159.38, within intervention zone (158-160); asymmetric downside | rising | medium | - |
| PA005 | Sticky US inflation | fundamental-premium | +15.94 | 10% | Core PCE at 3.0% keeps Fed on hold | stable | medium | - |
| PA006 | US labor market deterioration | fundamental-premium | -12.75 | 8% | NFP -92K is significant; growing risk of Fed pivot | rising | medium | - |
| PA007 | Fed-BoJ spread narrowing potential | risk-premium | -6.37 | 4% | Potential but not imminent; market not pricing near-term BoJ action | stable | low | - |
| PA008 | BoJ hawkish dissent building | risk-premium | -4.78 | 3% | Takata dissent signals direction of travel | rising | low | - |
Residual: +86.06 JPY Validation: Components sum to 73.32 vs actual 159.37 (base value ~86 JPY implicit)
| id | instrument | forecastDate | targetDate | targetTimeframe | compositePrice | compositeLow | compositeHigh | compositeConfidence | status | actualClose | error | errorPercent | references |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PF001 | USD_JPY | 2026-03-13 | 2026-03-17 | 2-4 trading days | 160.15 | 155 | 163 | medium | active | - | - | - | EV008,EV009,EV015 |
| PF002 | USD_JPY | 2026-03-13 | 2026-03-27 | 1-2 weeks | 160.5 | 155 | 163 | medium | active | - | - | - | EV008,EV003,EV015 |
| PF003 | USD_JPY | 2026-03-13 | 2026-03-17 | 2-4 trading days | 160.15 | 155.00 | 163.00 | medium | active | - | - | - | PAT001 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 159.5 | 155 | 163 | medium | 40 | Base 50% (158.50-161.00), Bull 25% (161-163), Bear 25% (155-157). Weighted = 159.50 | EV008,EV009 |
| participant | positioning-flow | 161 | 158 | 163 | high | 30 | Institutional net-long in markup phase targeting 161-162; carry trade flows supporting; commercial hedgers provide floor | PO001,PO003 |
| pattern | technical-level | 160 | 158 | 162 | medium | 30 | Primary target 160 (psychological + intervention ceiling); ascending channel projects to 162 by late March | - |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 159.75 | 155 | 163 | medium | 40 | Post-BoJ/FOMC March meetings; bias remains bullish if no intervention or hawkish BoJ surprise | EV008,EV003 |
| participant | positioning-flow | 162 | 157 | 163 | medium | 30 | Institutional markup to 162 target; crowded positioning creates binary risk around events | PO001,PO003 |
| pattern | technical-level | 160.5 | 158 | 163 | medium | 30 | Ascending channel upper bound at 162; weekly range breakout projects to 163; support at 158 | - |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 159.50 | 155.00 | 163.00 | medium | 40 | Base scenario (50%): 158.50-161.00 midpoint = 159.75; Bull (25%): 162.00 mid; Bear (25%): 156.00 mid. Weighted = 0.50×159.75 + 0.25×162.00 + 0.25×156.00 = 159.50 | - |
| participant | positioning-flow | 161.00 | 158.00 | 163.00 | high | 30 | Institutional net-long with markup phase target at 161.00; slow-trending velocity supports sustained appreciation; commercial hedgers provide floor on dips | - |
| pattern | technical-level | 160.00 | 158.00 | 162.00 | medium | 30 | Primary target: 160.00 (immediate resistance, psychological + intervention ceiling); secondary: 162.00 (ascending channel projection); bull flag measured move achieved (159.5) | - |
Composite Calculation:
Range:
Confidence Assessment: