Okay I found the solution. Thanks everyone who responded. This is what worked for me:
In:= "\!\(\*SubsuperscriptBox[\(A\), \(CP\), \(dir\)]\)"
This was the original solution suggested by Bill Simpson. I simply didn't have an idea of how to make Mathematica display it:
In:= SubsuperscriptBox[A, CP, dir]
Out= SubsuperscriptBox[A, CP, dir]
Thanks, once again!