That's already quite closed off (the cage) which should hold in heat better than an open cage. If the cage is on the ground try putting it somewhere higher. Putting styrofoam underneath can help as well if you can't get it off the ground. Don't put the cage next to an outside wall, they're always colder.
CHEs can only bump up the temps a couple of degrees so if the room is very cold there's not much else you can do except for heating up the entire room.