I cannot remember size of chain link that cannot be cut with croppers but, what ever you anchor to. A wall anchor is better than a ground anchor. keep the chain off the floor so it cannot be smashed with a sledge hammer.
16mm is the size you might be thinking of, others apart from Almax make chains this big, and bigger.
Where you pass the chain through is important as well, if you just stick it through a wheel rim a thief can whip the wheel off pretty quick. There is no really easy place to pass a chain through the frame on the CR but a solution is
http://securityforbikes.com/anti-pinch-pin.php it goes through the rear axle and is probably about the best option for the CR. You have to buy the lock that fits it, Squire SS65CS, but other 16mm + chains should fit. I've bought from Pragmasis and very happy with the service.