Apple’s Cycle Tracking app is also locally and E2E encrypted in iCloud.

When your phone is locked with a passcode, Touch ID, or Face ID, all of your health and fitness data in the Health app, other than your Medical ID, is encrypted. Any health data synced to iCloud is encrypted both in transit and on our servers. And if you have a recent version of watchOS and iOS with the default two-factor authentication and a passcode, your health and activity data will be stored in a way that Apple can’t read it.

This means that when you use the Cycle Tracking feature and have enabled two-factor authentication, your health data synced to iCloud is encrypted end-to-end and Apple does not have the key to decrypt the data and therefore cannot read it.

https://support.apple.com/en-us/120356