Both .fdr and .fdx files are types of [Final Draft](http://www.finaldraft.com/) documents.
Files with the .fdx extension come from Final Draft 8, while .fdr documents are from earlier versions of Final Draft.
Final Draft 8 can open and save .fdr files, but older versions of Final Draft cannot open .fdx files.
The .fdx format is based on XML, and is much easier for other developers to support, both for import and export. For example, [FDX Reader](http://quoteunquoteapps.com/fdxreader) allows users to view .fdx files on their iPhones or iPads.