There isn't an Event that would be triggered when a group is cycled. So basically, no.
You may be able to use some combination of OnActivate and the API to determine when a Cycle group has been changed and when it does change, perform your required actions. I haven't had a lot of success using OnActivate for things like this. There was a discussion on something similar, where the user wanted an OnMinimize event. I tried to use OnActivate and IsMinimized to simulate that Event, but it did not go smoothly.
Another option, is to use a button to do the actual cycling and run your cycling macro at the same time. This is probably easier to implement, as long as you can convince your users to use the button, rather than the built cycle button.
I downloaded your document, When i closing the document i am getting error. Attached the error message. I opened and closed three times, each time getting the same error. I won't get any error for other reports.