I am aware that we all naturally pronate when we pitch so I was just wondering if I need to pronate a little more to get better movement on the circle change. Also, should i be holding the ball deep in my hand or more loosely?
A bit of more pronounced pronation will help give the ball some more movement. As with any change-up, you want to choke up more on the ball than you would for a fastball to add more friction (to kill speed). A looser grip will help a little but don’t grip it too loose.
Its best to not concentrate on these things while you are in your motions, well, at least it isn’t for me . Just grip the ball in a comfortable manner, loosen up a little, and then just fire away. Like I said, don’t over think the pitch or else you will question how tight you are holding the ball, when you need to pronate, are you pronating enough, etc.
Good luck and be sure to practice.