Without a datamodel, you can map every SCXML document onto an equivalent DFA. You would use a powerset construction not unlike when transforming NFAs to DFAs. But for every practical purpose jbeard4 is right, as soon as you have a turing-complete datamodel, SCXML is turing complete.
Update: I have to correct me on this one. SCXML, even without any datamodel, is already turing-complete! Using the internal queue as a FIFO, you can model a deterministic queue automaton (DQA) which is equivalent to a turing machine. Thus, SCXML is turing-complete.