What type of file do you think it is? Did the sender say it was a fax or could it be music.
From here I tracked down:
FXM (Fuxoft AY music chip language)
These files are special blocks of music code used in Fuxoft SoundTrack on ZX Spectrum This computer has 3-channel sound chip named AY3-8910. RdosPlay has FXM interpreter and AY->OPL2 convertor. All the files that exist in this format are supplied with RdosPlay standard distribution.