Since version 2010, Microsoft Visio should support and recognize CorelDRAW graphics files (.cdr) natively and thus these files can be used for making of new Visio diagrams (.vsdx).
Unfortunately, both of these file types are closed and not 100% perfectly supported in 3rd party tools, so if you do not have access to Visio (to properly export) or CorelDraw (to convert CDR to something else) you may have difficulties to make a perfect conversion of shapes saved in your .cdr file.
Open CDR file Open VSDX file