A cyclic urn is an urn model for balls of types 0, . . . , m − 1. The urn starts at time zero with an initial configuration. Then, in each time step, first a ball is drawn from the urn uniformly and independently from the past. If its type is j, it is then returned to the urn together with a new ball of type j + 1 mod m. The case m = 2 is the well-known Friedman urn. The composition vector, i.e., the vector of the numbers of balls of each type after n steps is, after normalization, known to be asymptotically normal for 2 ≤ m ≤ 6. For m ≥ 7 the normalized composition vector is known not to converge. However, there is an almost sure approximation by a periodic random vector.In the present paper the asymptotic fluctuations around this periodic random vector are identified. We show that these fluctuations are asymptotically normal for all 7 ≤ m ≤ 12. For m ≥ 13 we also find asymptotically normal fluctuations when normalizing in a more refined way. These fluctuations are of maximal dimension m − 1 only when 6 does not divide m. For m being a multiple of 6 the fluctuations are supported by a two-dimensional subspace.MSC2010: 60F05, 60F15, 60C05, 60J10.