A CFX file is a data file used by FLOWCAL, a gas and liquid measurement application. Follow These Easy Steps to Open CFX Files · Step 1: Double-Click the File · Step 2: Choose the Right Program · Step 3: Figure Out the File Type · Step 4: Check with. Details for file extension: CFX - Casio Algebra FX 2. A file with an extension of. A file extension is the characters after the last dot in a file name. cfx Extension - List of programs that can open.