Windows and Anaconda help
Anaconda 4.3.0 comes with Python 3.6 as the root. Currently cx_Oracle only supports up to 3.5. I tried creating 3.5 environment in envs, but when running cx_Oracle-5.2.1-11g.win-amd64-py3.5.exe it installs in root only against 3.6
Only workaround I could find was to change the root environment from 3.6 to 3.5:
activate root
conda update --all python=3.5
When that completes run cx_Oracle-5.2.1-11g.win-amd64-py3.5.exe.
Tested it with import and worked fine.
import CX_Oracle