According to the Data Sheet it is supported:
http://www.cisco.com/en/US/partner/prod/collateral/voicesw/custcosw/ps5693/ps1846/data_sheet_c78-629807.html
Or more specifically, it doesn't say that it's not supported. I have not actually ever done this before. But, if you think about what all is involved in the DB communications during script execution, only UCCX and the DB, I would think CME would support this, because it's not involved.
