Go to Enterprise then Activity Codes then select Modify then Add.

Then type the new activity code called CP then click close.

Next click Add make code values CP and the description my critical path then close.

Now add this new column to the schedule.

Look at the predecessor window right click on it and select Customize Predecessor Columns. Expand the General category on the left and bring the driving and critical columns over to the right.

Now filter for the last activity in the schedule.  

Look at the predecessor window and look for the processor that has BOTH the driving AND critical boxes checked. Highlight that activity and in the lower right click on GOTO.

Keep doing this tracing back the driving AND critical path until you get to the activity at the data date or the start of the schedule.

Now click on the activity at the top and click in the NEW activity code that you made called CP and select the upside down triangle in the upper left where it says Display and select filter by All Values.

Fill in the code in the first activity then do a fill down for the rest of the activities.

Now you can filter for the activity code called CP.