Chestre: don't know how you smooth CCI on IRD: On Investor /RT I have a choice of options: Simple, weighted, Wilder, exponential, least square, adaptive, triangular, etc. I just use simple over 9 periods: the default settings which appaear to work well.
Grey: have tried CCI and agree your comments about telling turns: or slowdowns in trends.
I have developed a MARKET REVERSAL marker which basically picks major trend changes (mainly works best in 1 minute charts).
It says if : RSI , CCI and Stochastics are all overbought (>70, 90 and 70 respectively) (RSI 60 for ES`Z) then market will change down soon.. within 5 candles. and if all oversold (<30, -90 and 25) reverse up. I attach a 1 minute chart for ES`Z yesterday: and where ther are several Capital As on the chart mark the reversal from down to uptrend. Buy then and the move follows...