Files with CMX extension are Corel Exchange image file format (also known as Corel Metafile Exchange) that is used as presentation by CorelSuite applications. It contains image data as vector graphics as well as metadata that describes the image. CMX files can be opened by CorelDraw, Corel Presentations, Paint Shop Pro and some versions of Adobe Illustrator. CMX files can be converted to other formats such as JPG and EPS.
A file with .emz extension is a compressed container of Enhanced Metafile (.emf file). It follows GZIP compression algorithm and takes less storage space due to compression. The small file size makes it more easy to transfer EMZ files over the network.
You can also convert CMX into many other file formats. Please see the complete list below.