Oscillators
CCI: Commodity Channel Index
CCI shows how far the price is from its recent average, in units of its usual deviation; readings above +100 or below −100 are unusually far.
الفكرة بكلمات بسيطة
Prices tend to swing around an average. CCI measures the current distance from that average and compares it with the typical distance, so a reading of +200 means "twice as far above average as usual".
طريقة الحساب
Uses the typical price (high + low + close) ÷ 3, its 20-period average, and the average absolute distance from that average. The constant 0.015 scales most readings to between −100 and +100.
TP = (high + low + close) ÷ 3
CCI = (TP − SMA(TP, N)) ÷ (0.015 × mean deviation) (default N = 14)كيفية الاستخدام
- Crossing above +100 can signal the start of a strong move up; below −100, a strong move down.
- In ranges, a turn back from above +100 or below −100 can mark a swing high or low.
- Divergence between CCI and the price warns of a weakening trend.
استخلاص النتائج
- CCI has no upper or lower limit; values beyond ±200 happen in strong moves.
مثال
Crude oil breaks out of a range and CCI jumps from 40 to 150. It stays above 100 for a week while oil rises; when it falls back below 100, the burst of momentum has ended.
الأسعار في الأمثلة للتوضيح.
ما يجب الانتباه إليه
- "Overbought" readings can stay overbought in strong trends.
لمحة تاريخية
Donald Lambert introduced CCI in Commodities magazine in 1980 to find cycles in commodity prices; it is now used in every market.
محتوى تعليمي فقط. لا يتنبأ أي مؤشر أو نمط بالمستقبل، ولا شيء هنا يُعد نصيحة استثمارية.