So I was asked this during an examination interview: "Does the constant of integration have a range?"
I am most certain that it doesn't. But the interviewer didn't seem pleased with the answer. So is there really a range of values for the constant of integration?
It can be any real number (corresponding with your answer).
But this can also be rephrased as "its range is $\mathbb R$" (maybe corresponding with what the interviewer had in mind).
edit:
In my view your answer is correct: a constant is actually not "ranging" over some set. It is not a variable, and even if it was then "domain" would be better than "range".