CommodityChannelIndex

Commonly abbreviated as CCI.
Is a volatility indicator.
Was developed by Donald Lambert.
Is computed using the high, low, and close prices.
Returns one time series, which compares the typical price to the mean over 20 periods.
FinancialIndicator["CommodityChannelIndex",n] uses n periods.

Examples

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See Also

"TypicalPrice"  "CommoditySelectionIndex"  "MESAPhase"  "MESASineWave"