Simple answer is yes.. At check in for your first flight, give them the information of your connecting CX flight, and they normally will be happy to check your bags through for you... Sometimes they will not be able to print the onward boarding pass, so you will need to go to the connecting desk to get it... I would also recommend you to check with either transfer desk or at the gate of the connecting flight to make sure they have your baggage tag in the system and loaded onto the flight..