Oracle 11g R2 is listed as supported in the compatibility matrix so you should be good. The CCX Administration Guide will cover how to setup the JDBC connection to Oracle (section 9-12).
Just keep in mind that CCX is has some limitations when it comes to SQL:
Note You cannot create Join queries that retrieve columns with the same name from different tables. (For example, you cannot create “select a.x, b.x from a,b” and “select a.x as y from a”.) Similarly, you cannot make aliases of column names. The SQL statements SELECT count(*) and SELECT min(*) are not supported.
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