diff --git a/README.md b/README.md
index df57606..d06f4ed 100644
--- a/README.md
+++ b/README.md
@@ -45,6 +45,7 @@ All the indicators return a named Series or a DataFrame in uppercase underscore
     - __Aroon & Aroon Oscillator__ (aroon)
         * Fixed indicator and included oscillator in returned dataframe
     - __Bollinger Bands__ (bbands)
+    - __Commodity Channel Index__ (cci)
     - __Chande Momentum Oscillator__ (cmo)
 
 ## What is a Pandas DataFrame Extension?
diff --git a/pandas_ta/momentum/cci.py b/pandas_ta/momentum/cci.py
index adf0f67..1244032 100644
--- a/pandas_ta/momentum/cci.py
+++ b/pandas_ta/momentum/cci.py
@@ -10,9 +10,8 @@ def cci(high, low, close, length=None, c=None, offset=None, **kwargs):
     high = verify_series(high)
     low = verify_series(low)
     close = verify_series(close)
-    length = int(length) if length and length > 0 else 20
+    length = int(length) if length and length > 0 else 14
     c = float(c) if c and c > 0 else 0.015
-    min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
     offset = get_offset(offset)
 
     # Calculate Result
@@ -52,7 +51,7 @@ Sources:
 
 Calculation:
     Default Inputs:
-        length=20, c=0.015
+        length=14, c=0.015
     SMA = Simple Moving Average
     MAD = Mean Absolute Deviation
     tp = typical_price = hlc3 = (high + low + close) / 3
@@ -64,7 +63,7 @@ Args:
     high (pd.Series): Series of 'high's
     low (pd.Series): Series of 'low's
     close (pd.Series): Series of 'close's
-    length (int): It's period.  Default: 20
+    length (int): It's period.  Default: 14
     c (float):  Scaling Constant.  Default: 0.015
     offset (int): How many periods to offset the result.  Default: 0
 
diff --git a/setup.py b/setup.py
index 79613d6..e04213b 100644
--- a/setup.py
+++ b/setup.py
@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension with 100+ Technical
 setup(
     name ="pandas_ta",
     packages =['pandas_ta', 'pandas_ta.momentum', 'pandas_ta.overlap', 'pandas_ta.performance', 'pandas_ta.statistics', 'pandas_ta.trend', 'pandas_ta.volatility', 'pandas_ta.volume'],
-    version ="0.1.52b",
+    version ="0.1.53b",
     description =long_description,
     long_description =long_description,
     author ="Kevin Johnson",
diff --git a/tests/test_indicator_momentum.py b/tests/test_indicator_momentum.py
index 9206d3a..5e40564 100644
--- a/tests/test_indicator_momentum.py
+++ b/tests/test_indicator_momentum.py
@@ -107,7 +107,7 @@ class TestMomentum(TestCase):
     def test_cci(self):
         result = pandas_ta.cci(self.high, self.low, self.close)
         self.assertIsInstance(result, Series)
-        self.assertEqual(result.name, 'CCI_20_0.015')
+        self.assertEqual(result.name, 'CCI_14_0.015')
 
         try:
             expected = tal.CCI(self.high, self.low, self.close)
diff --git a/tests/test_indicator_momentum_ext.py b/tests/test_indicator_momentum_ext.py
index 9c6ef44..1eaa045 100644
--- a/tests/test_indicator_momentum_ext.py
+++ b/tests/test_indicator_momentum_ext.py
@@ -51,7 +51,7 @@ class TestMomentumExtension(TestCase):
     def test_cci_ext(self):
         self.data.ta.cci(append=True)
         self.assertIsInstance(self.data, DataFrame)
-        self.assertEqual(self.data.columns[-1], 'CCI_20_0.015')
+        self.assertEqual(self.data.columns[-1], 'CCI_14_0.015')
 
     def test_cg_ext(self):
         self.data.ta.cg(append=True)