You won't get a CSYS as in the past, but you will get a datum symbol (displays as a symbol, but is a point when selected).
When you measure, expand the results dialog (click the arrows on the right of the results dialog).
You can then click the icon on the Center of Mass line, to create the symbol.
It will be associative or not depending on the setting on the measure dialog.
Hopefully image below explains it better than I've written it.
Anthony Galante
Senior Support Engineer
NX4 to NX CR with almost every MR (18versions)