Both these tools are a part of Ansys and I have worked with both. From my experience CFX is more open to adding user defined model equations or expressions, has more options to advanced meshing techniques and many useful tools for post processing. Fluent is more like a traditional cfd tool but works well with inbuilt models for mixing, granulation etc but less open to customization.  

Thank you for the information

In addition to what has been posted, I think CFX is frequently used with problems with  rotating frames such as in turbomachines. In addition it has automatic mesh adoptation instead of manual mesh refining.