If you send from local ip/port X to remote ip/port Y, your router will see both pairs. The router has no problem sending responses back your way after it has stored the tuple, assuming you're receiving responses on the same port you sent from. UDP connection tracking is nothing new at all.
If you haven't sent anything at all, then you're not a normal client, you're a server and need port forwarding anyway (or you're ftp and should be shot).