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.
Files with WMF extension represent Microsoft Windows Metafile (WMF) for storing vector as well as bitmap-format images data. To be more accurate, WMF belongs to the vector file format category of Graphics file formats that is device independent. Windows Graphical Device Interface (GDI) uses the functions stored in a WMF file to display an image on the screen.
You can also convert CMX into many other file formats. Please see the complete list below.