Calcium chloride is the stuff in de-humidifiers. It has such a high affinity for water that it will dissolve in the water extracted from the atmosphere. Making CaCl2 from limestone and HCl will result in an aquous solution, which has to be heated until all the water cooks off.
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You can make it by reacting limestone with hydrochloric acid. It's a fairly boring process when you do it right and it's a terrifying event when you do it wrong. Not to mention it's a pain to produce in any quantities. You should just go out and buy it. It's available as a beer brewer's ingredient, a pool chemical, a food additive, and as an ice-melter. Do a little research and then pick a store and go.