What year is your CJ? Can't help much if we don't have all the info we need. Mines an 85 and just like Scramblin_Man's. I believe 82-86 are all the same. Your radiator should have the nipple for the overflow hose up near the cap. The water will flow back and forth when the pressure overcomes the spring in the cap.
85 CJ7 4.0L/SM465/Dana300/AMC20/Dana30, MPFI,154K miles - 33" 12.5's Pro Comp MT's, one piece axles, Detroit Softlocker rear, Lock Rite front, Warn Hubs, 4.56 R&P, 4" BDS lift, Warn x8000i, Warn winch guard, Hi-Lift, Tuffy console, Four X Dr. rocker guards, Rock Hard sport cage, Kilby OBA with 1.75 gal tank and York 10.3cc compressor, Tube fenders by GenRight Offroad, Fabricated rear bumper and tire carrier.