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In version 10.1 ContourIntegral seems to be a keyword as it appears in the completion box. However, one cannot access to the documentation page by pressing "F1".

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Does anyone know what is it for?

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See ContourIntegral.

It's an undefined symbol, which the user may define. It also has its own input form.

\[ContourIntegral] f \[DifferentialD]x // FullForm

Mathematica graphics

See also the tutorial Operators without Built-in Meanings.

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