What version of ColdFusion? Assuming at least ColdFusion 9 you could use the built-in RAM file system.
Working with in-memory files
Memory-based virtual file system speeds up the processing of transient data. In-memory files are not written to disk and are saved on RAM. They function similar to disk files but perform faster.
In ColdFusion, in-memory files help you to simplify the execution of dynamic code. In-memory files are supported across almost all tags and functions that take file or directory as input or output.
You use in-memory files in the same manner as files on disk, but with a prefix ram:/// to indicate that they reside on RAM. For example, ram:///a/b/dynamic.cfm.