Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=34229
Forum: 17 · Topic 34229 · 1 post(s)
vstrelnikov · Mon Apr 08, 2013 6:10 pm

Indicator show Overall Combined Total Volume for all CME exchanges on specified instrument. You can manually see day-by-day data here : http://www.cmegroup.com/market-data/volume-open-interest/fx-volume.html
CME Open Interest is not derivation of price as like as COT indicator