Any variable set in RULE_INIT will be global in scope. So 'set ::domain "cjj.com"' and 'set domain "cjj.com"' if run in RULE_INIT will be equivalent. Both will demote the VS from CMP.
As Colin suggested, for variables which don't need to be changed over the course of a connection, you can use the static:: namespace. This gives you a variable which is global in scope but preserves CMP compatibility. You can get more info on CMP here:
As the links Aaron shared touch on briefly, it's also possible to use things like the session table or table command to avoid need for global variables entirely, depending on what you're trying to do. This is often a great route as it's high performance and fully CMP compliant.
If cjj is a datagroup then you'd want to remove the $:: prefix on 9.4.4 or higher to preserve CMP compatibility. If you're on 10.x, you should use the class command instead of matchclass/findclass as it's more efficient and functional.