I am not sure about CDC but if login has `view server state permission` you can use DMV to get few information. I cannot post this as comment so posting this as answer. This is given in [BOL here][1] I changed the query to add columns which would give you `IP address`

    SELECT 
        c.session_id, c.net_transport, c.encrypt_option, 
        c.auth_scheme, s.host_name, s.program_name, 
        s.client_interface_name,c.local_net_address,c.client_net_address, s.login_name, s.nt_domain, 
        s.nt_user_name, s.original_login_name, c.connect_time, 
        s.login_time 
    FROM sys.dm_exec_connections AS c
    JOIN sys.dm_exec_sessions AS s
        ON c.session_id = s.session_id
    WHERE c.session_id = SPID;--session ID you want to track


  [1]: https://msdn.microsoft.com/en-us/library/ms181509.aspx