CorelDRAW supports graphics from Adobe Photoshop (.psd) and you can import it to the program as an object. There is a special function in CorelDRAW called Corel Power Trace which can be used to convert bitmap graphics to vectors and thus save it as CDR format.
This function is accessible through the Raster ► Convert to Raster menu option after you have selected the object (imported PSD image). It is not clear however, how CorelDraw manages the layers in .psd graphics.
Because the CDR format is rarely supported in 3rd party programs, there is probably no other software that could perform direct psd to cdr conversion even though some universal converters may advertise it.