Patients admitted to critical care often experience dysglycemia and high levels of insulin resistance, various intensive insulin therapy protocols and methods have attempted to safely normalize blood glucose (BG) levels. Continuous glucose monitoring (CGM) devices allow glycemic dynamics to be captured much more frequently (every 2-5 minutes) than traditional measures of blood glucose and have begun to be used in critical care patients and neonates to help monitor dysglycemia. In an attempt to obtain a better insight relating biomedical signals and patient status, some researchers have turned toward advanced time series analysis methods. In particular, Detrended Fluctuation Analysis (DFA) has been a topic of many recent studies in to glycemic dynamics. DFA investigates the “complexity” of a signal, how one point in time changes relative to its neighboring points, and DFA has been applied to signals like the inter-beat-interval of human heartbeat to differentiate healthy and pathological conditions. Analyzing the glucose metabolic system with such signal processing tools as DFA has been enabled by the emergence of high quality CGM devices. However, there are several inconsistencies within the published work applying DFA to CGM signals. Therefore, this article presents a review and a “how-to” tutorial of DFA, and in particular its application to CGM signals to ensure the methods used to determine complexity are used correctly and so that any relationship between complexity and patient outcome is robust.