Try this Query:-
SELECT CMPI_PRCINX AS CURRENT_PRICE, (SELECT MAX(CMPI_PRCINX) FROM CMD_MTRL_PRICE_INF
WHERE CMPI_PRCINX<(SELECT MAX(CMPI_PRCINX) FROM CMD_MTRL_PRICE_INF)) AS PRIVIOUS_PRICE
FROM CMD_MTRL_PRICE_INF WHERE CMPI_PRCINX = (SELECT MAX(CMPI_PRCINX)
FROM CMD_MTRL_PRICE_INF GROUP BY CMI_CODE)
here is the SQL Fiddle Code.
solved getting previous data (one less running column)