MrEdmundo, CDC is not ready for prime-time in my opinion. There currently seems to be quite a bit of struggle in regards to deploying a database project from Visual Studio with CDC enabled (it doesn't like DDL changes). Additionally, it seems that CDC has a built-in data end-of-life cleanup proc, so this may be bad times for you if you really mean to maintain your audit history for a long time.
Also, correct me if I've misunderstood, but it seems SQL Audit is geared for auditing a plethora of events that occur in SQL Server such as failed log-ins, DDL changes, etc.
Change Tracking is only for DDL and not DML, so you're out of luck there.
If your intention really is to capture the 'old' record that was either Updated or Deleted from a table, it seems the best answer is still to create an Audit.TableName and an update+delete trigger on dbo.TableName. Also make sure TableName includes columns of CreatedBy DEFAULT SUSER, CreatedDate DEFAULT getdate(), ModifiedBy, ModifiedDate.