A coordinate measuring machine has a base for supporting an object, a movable assembly having a probe for measuring the object, and a rail movably guiding the movable assembly along its length. The rail includes carbon fiber and has a rail CTE. The coordinate measuring machine also has an air bearing member circumscribing the rail and fixedly coupled with the movable assembly. The air bearing member has a member CTE, which is about equal to the rail engineered CTE.