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.