You will need to add an MTP to the call path for this to work. CCX does not support RFC2833 or any other in-band DTMF method.

From the CCX 7.0 SRND, page 48, SIP Support section:

"Cisco Unified CCX CTI ports are notified of caller-entered digits (DTMF input) via JTAPI messages

from Cisco Unified CM. Cisco Unified CCX does not support any mechanism to detect in-band DTMF

digits where DTMF digits are sent with voice packets. In deployments with voice gateways or SIP

phones that only support in-band DTMF or are configured to use in-band DTMF, an MTP resource must

be invoked by Cisco Unified CM to convert the in-band DTMF signalling so that Cisco Unified CM can

notify Cisco Unified CCX of the caller-entered digits. Be sure to enable out-of-band DTMF signalling

when configuring voice gateways in order to avoid using the previous MTP resources. For detailed

design consideration related to DTMF handling, media resources and voice gateway deployments,

please refer the Cisco Unified Communications Solution Reference Network Design (SRND)."

Solution Reference Network Design for Cisco Unified CCX and Cisco Unified IP IVR, Release 7.0: http://cisco.com/en/US/docs/voice_ip_comm/cust_contact/contact_center/crs/express_7_0/design/guide/uccx70srnd.pdf