Which mesh type is optimum for rotating domain cfd analysis in CFX?

With CFX you don't need to solve a moving mesh case. You can (and should) still set this up with a rotating frame of reference, but set the domain interface type to Transient Rotor Stator. CFX will solve the rotating part in a rotating frame of reference, but a "virtual" rotation will be added to the interface to clock it's position accordingly. The same setup can be used with this simple change