If you want to keep a local copy of your data, please follow the steps below:
1. Ensure that iCloud is enabled through the device Settings menu.
2. Ensure that "Documents and Data" option in the Settings iCloud menu is active and that Pillow is allowed to use it.
3. Open Pillow and navigate to the settings screen.
4. Flip the iCloud switch to off. You will be prompted about what you would like to do with your data. Select "Keep on my iPhone".
5. Once the process completes you can safely disable iCloud from the iPhone settings. Pillow sleep data will still be available on the device.