The CXUHD does support 5 disc resume play. This means it will resume play up to 5 discs. If a sixth disc is inserted, the first will then be forgotten.
Some Blu-ray discs support resume-play, and other do not. This is dependant on the individual Blu-ray disc, and if the discCXUHD supports it, then the CXUHD will also resume-play a Blu-ray disc.