Cloudflare DNS with CNAME subdomain question

For subdomains such a mail.example.com and ftp.example.com can I CNAME these to @ example.com, which is proxied through Cloudflare?

I wasn't sure if it will reference the original IP or the proxied one (in which case perhaps I should use an A record for subdomains).

I'm also assuming I need to have proxying disabled for subdomains that are for mail and ftp?
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