It does not appear that I can use the CCI to exit safely. I need to assess better limits.

Testing limits:

EUR/USD - 4 grids from signal start
GBP/USD - 4.25 grids from signal start
USD/JPY - 5 grids from signal start (although this last one went down 11... not sure why. Perhaps add to position and move limit when there is a zigzag in the +/- 100 section of the CCI?)
AUD/USD - 4 grids from signal start (around 7 when the SAR is far from the price)

EUR/USD - Entered on long 1.3671, stop 1.3220, limit 1.4104
GBP/USD - Entered on long 2.0141, stop 1.9435, limit 2.0978
USD/JPY - Entered on long 116.61, stop 112.05, limit 121.84
AUD/USD - Entered on long 0.8300, stop 0.7725, limit 0.8763
USD/CAD - Offset long 1.0669. Loss 150. Switching to monthly chart.

It is very clear that my limits were too close. I think I can use the CCI to figure good exit points but the reason I stopped using it was that the price reversed quickly on the daily charts. Perhaps the weekly charts would be better?

EUR/USD - watching
GBP/USD - watching
USD/JPY - watching
AUD/USD - watching
USD/CAD - Moved stop on long 1.0669, stop 1.0385, limit 1.1013

Keeping an eye on the prices. eur/usd and aud/usd look like I could have set the limit much lower.

EUR/USD - Limited out on short 1.3772 (on 8/15). Profit diff 287
GBP/USD - Limited out on short 2.0298 (on 8/15). Progit diff 399
USD/JPY - Got antsy on 8/16 and stopped my short 118.50. Profit diff 185
AUD/USD - Limited out on short 0.8568 (8/16). Profit diff 540.
USD/CAD - No change on long 1.0669, stop 1.0354, limit 1.1013. Same as usd/jpy

EUR/USD - Moved stop on short 1.3772, stop 1.3840, limit 1.3485
GBP/USD - Moved stop on short 2.0298, stop 2.0632, limit 1.9899
USD/JPY - Moved stop on short 118.50, stop 120.63, limit 112.23. Moving close to an end and I need to watch it closely.
AUD/USD - Moved stop on short 0.8568, stop 0.8785, limit 0.8028
USD/CAD - Moved stop on long 1.0669, stop 1.0354, limit 1.1013. Same as usd/jpy

EUR/USD - No change on short 1.3772, stop 1.3850, limit 1.3485
GBP/USD - Entered on short 2.0298, stop 2.0635, limit 1.9899
USD/JPY - Moved stop on short 118.50, stop 121.72, limit 112.23
USD/CHF - Stopped out on long 1.2043. Loss diff 144. I won't follow this pair.
AUD/USD - Entered on short 0.8568, stop 0.8871, limit 0.8028
USD/CAD - No change on long 1.0669, stop 1.0339, limit 1.1013

EUR/USD - No change on short 1.3772, stop 1.3850, limit 1.3485
GBP/USD - Watching
USD/JPY - No change on short 118.50, stop 122.76, limit 112.23
USD/CHF - No change on long 1.2043, stop 1.1889, limit 1.2507
AUD/USD - Watching. May enter short later
USD/CAD - No change on long 1.0669, stop 1.0339, limit 1.1013

EUR/USD - No change on short 1.3772, stop 1.3850, limit 1.3485
GBP/USD - Daily is indicating long and weekly is indicating short. Watching
USD/JPY - No change on short 118.50, stop 122.76, limit 112.23
USD/CHF - Stopped out on long 1.2059. Loss diff 55. Switching to weekly chart. Entered on long 1.2043, stop 1.1889, limit 1.2507
AUD/USD - Acting just like gbp/usd. Watching
USD/CAD - No change on long 1.0669, stop 1.0339, limit 1.1013