I checked the CEM chapter of the Operations Management Training manual from Endpoint.  Based on this warning I would say the best practice would be to have only 1 user run CEM.

Warning: The information generated by the CEM work file generation process is stored in work files that are not user specific. When information exists in the CEM work files and another user runs the CEM work file generation process the previously generated information is overwritten.

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Thank You 

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