Macro to run when cell value changes,

You don't explain what you want to do with the previous value...

But try something like this in your worksheet module:

Option Explicit

Public vPrevValue As Variant

Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Target.Cells.Count > 1 Then Exit Sub
vPrevValue = Target.Value
End Sub

Private Sub Worksheet_Change(ByVal Target As Range)
If Target.Cells.Count > 1 Then Exit Sub
Application.EnableEvents = False
Debug.Print "Cell " & Target.Address(0, 0) & " changed from " & vPrevValue & " to " & Target.Value
Application.EnableEvents = True
End Sub

Obviously, change the worksheet_change event code to suit your needs, but it shows how you can use the previous cell value.