Entered high-low-close series · typical-price deviation

Commodity Channel Index Calculator

Calculate CCI from entered high, low and close bars using typical price, the current-window mean absolute deviation and the standard 0.015 constant.

Runs in your browserMetaQuotes source conventionNo ±100 signal

Enter ordered high-low-close bars

Use one consistent symbol, timeframe and broker feed. Every close must fall inside its entered range.

Entered

One row per line: high, low, close, with an optional label first. Commas, semicolons or tabs are accepted.

CCI boundary: The page reports typical-price deviation arithmetic only. It does not classify ±100, cycles, divergence, direction or trade signals.

Entered-series Commodity Channel Index

Entered Directional Indicators 1.0.0.

Derived
No CCI values calculated yetEnter at least the selected period of ordered bars, or load the audited example.

How the entered CCI is calculated

Typical price = (High + Low + Close) ÷ 3
Mean deviation = Mean of |Typical price − current-window SMA|
CCI = (Current typical price − SMA) ÷ (0.015 × Mean deviation)

Each completed N-bar window has one typical-price average and one N-divisor mean absolute deviation. The current typical-price difference is divided by 0.015 times that deviation.

When mean deviation is zero, this model returns CCI zero, matching the published MetaQuotes CCI source implementation.

Worked example from the audited fixture

Reproduce it with “Load audited example”The five-bar fixture uses period 3. In the latest window, current typical price is 11.666667, its SMA is 11.777778 and mean absolute deviation is 0.592593. Therefore CCI = (11.666667 − 11.777778) ÷ (0.015 × 0.592593) = −12.500000.

How to interpret the result

The negative value means the latest typical price is below this window’s typical-price average after scaling by mean deviation. The 0.015 constant changes the scale, not the evidence. No overbought, oversold or trading state is assigned.

Assumptions and limits

  • Every bar must satisfy high at least low and close inside the inclusive high-low range.
  • All bars must use one symbol, timeframe and broker feed.
  • Labels are descriptive; the page does not parse dates, sort bars or repair gaps.
  • The constant is fixed at 0.015 and the deviation uses all N observations in the current window.
  • Values near plus or minus 100 are not classified as thresholds, reversals or trade signals.

Frequently asked questions

  • Enter at least the selected period of ordered high, low and close bars from one consistent symbol, timeframe and broker feed.
  • The entered high, low and close are added and divided by three for each bar.
  • It is the arithmetic mean of the N typical prices in the completed rolling window.
  • The absolute distance between each window typical price and that window average is summed and divided by N.
  • Version 1.0.0 uses the standard fixed constant 0.015.
  • The model reports CCI zero, matching the published MetaQuotes CCI source implementation.
  • Not necessarily. Available history, applied price and implementation details can change early or customized values.
  • No. The page does not classify thresholds, cycles, divergence, direction, entries or exits.

Sources and methodology

Stochastic Oscillator CalculatorCompare close location inside entered high-low windows.Bollinger Bands CalculatorReview a separate mean and deviation price envelope.Return Volatility CalculatorMeasure sample dispersion of entered equal-frequency returns.

Compare the chart feed and trading terms

Use one consistent broker feed for every entered observation and verify the symbol's price precision, spread and trading conditions before using any measurement in a plan.

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.