So now 3 ways.
If you are using ColdFusion 9.0 or higher there is not a function named GetFunctionCalledName(). It will return what you are looking for.
http://help.adobe.com/en_US/ColdFusion/9.0/CFMLRef/WS7cc222be8a31a47d-6e8b7083122cebfc8f2-8000.html
OR
Use ColdSpring and Aspect Oriented Programming (http://www.coldspringframework.org/coldspring/examples/quickstart/index.cfm?page=aop) to handle this for you.
OR
Use a cfthrow to generate a stack trace that has the information for you:
<cffunction name="determineFunction" output="FALSE" access="public" returntype="string" hint="" >
<cfset var functionName ="" />
<cfset var i = 0 />
<cfset var stackTraceArray = "" />
<cftry>
<cfthrow />
<cfcatch type="any">
<cfset stacktraceArray = ListToArray(Replace(cfcatch.stacktrace, "at ", " | ", "All"), "|") />
<!---Rip the right rows out of the stacktrace --->
<cfloop index ="i" to="1" from="#ArrayLen(stackTraceArray)#" step="-1">
<cfif not findNoCase("runFunction", stackTraceArray[i]) or FindNoCase("determineFunction", stackTraceArray[i])>
<cfset arrayDeleteAt(stackTraceArray, i) />
</cfif>
</cfloop>
<!---Whittle down the string to the func name --->
<cfset functionName =GetToken(stacktraceArray[1], 1, ".") />
<cfset functionName =GetToken(functionName, 2, "$")/>
<cfset functionName =ReplaceNoCase(functionName, "func", "", "once")/>
<cfreturn functionName />
</cfcatch>
</cftry></cffunction>
My recommendation would be use getFunctionCalledName, or if not on CF 9 ColdSpring, as it will probably buy you some other things.