iPath Series B S&P 500 VIX Short-Term Futures ETNArca
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Here is an attempt to improve on the CCI using a volume weighted ema which is then plugged into the CCI formula. Use: The CCI with VW EMA is an oscillator that gives readings between -100 and +100. The usual use is to 'go long' with values over +100 and short on values less than -100. Another use of this oscillator is a countertrend indicator where one sells at crosses under +100 and buys on crosses over -100.