cfcookie question

Is there a way to get and store the way someone found my site? I am using an seo company that can't do this for me in a way I wish to. What I am ultimately looking for is is there a way to get the last page someone was on prior to hitting a page in my domain and then store this information in a cfcookie to be printed later? This cookie would need to be available to be updated everytime a person would hit my page from another domain? Thanks!