If you have an iPhone 5S or later, the phone measures your activity during the day automatically. Activity is your amount of steps since your last sleep session.
To be able to connect Sleep Cycle with Apple Health, do like this;
Go to Health > Source > Sleep Cycle > Allow Sleep Cycle to read data > Allow Steps
Also, go to Sleep Cycle > Settings > Advanced > Apple Health > Connect
If you do not want the phone to measure this please go to:
iOS Settings -> Privacy -> Motion Activity
This feature is yet not available for Android users.
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