On a firewall standing between SENSE and ISP router, what IP-addresses and ports should be left open

I have SENSE installed to work with the cable router from my ISP and am planning to add a dedicated firewall (running probably pfSense) between SENSE and the cable router. One of my reasons for this is collect more granular data on what devices on my home network are accessing what target hosts on the internet.

In order to keep SENSE working, are there any IP-addresses and ports that should be ensured are not blocked by such a device?