I believe that there is a script command that gets this info, it is like "getplayerlocation" or something. Hit F1 in XSE and scroll through the commands. I will also go see where the exact location in the ram is in case you need this for an ASM routine.
Edit2: In case you need it:
X-value is at 020255A0
Y-value is at 020255A2
(Found using VBA's "Search for Cheats" function. Quite the amazing thing.)