At this time, there is no way to compile coffeescript or similar into Haxe.
CoffeeScript is a source-to-source compiler, so you would change need to change it from going CoffeeScript->JS to CoffeeScript->Haxe,
I'm not sure how difficult it would be, and you have to remember that Haxe has a bunch of features that Javascript doesn't, all of which would need to be represented in the "new" coffeescript. Things such as: type information, enums, typedefs, iterators, macros, conditional compilation, untyped blocks, metadata, property access etc. You would need to figure out how to represent each of these in coffeescript in a way which doesn't conflict with itself or with existing syntax.
I too have thought it might be nice, as CoffeeScript has such a clean syntax, but then looking at the complexity of getting it to work I decided that curly brackets and semi colons aren't so bad :)