CMX is short for Compulite Multiplex and is basically a bi-directional DMX protocol used by Compulite control systems to get feedback from Compulite dimmers.

It sends DMX as normal on pins 1, 2 and 3 of a 5-pin XLR and then information is sent back from the dimmers to the control system using CMX on pins 4 and 5.

CMX is entirely compatible with DMX provided whatever you are connecting to doesn't do anything with pins 4 and 5 (some companies use these pins for sending power, others send additional universes down them).