Does the xlsx package work for xlsm files in R?

Did you try using read.xlsx or read.xlsx2 as described in the manual?

http://cran.r-project.org/web/packages/xlsx/xlsx.pdf

If these do not work with your file format, and you are trying to access tabular data you might want to open the .xlsm and export your data to csv format.

These are easily imported uisng read.csv('filename.csv')

read.xlsx from R3.2 will read in data saved in an xlsm workbook, but you need the correct postfix and the file saved in the same directory (or full filename), e.g.

LotsofmydatainRdataframe <- read.xlsx(LotsofmydatainExcel.xlsm,sheetName="Deaths",as.data.frame=TRUE)

if you try just LotsofmydatainExcel or LotsofmydatainExcel.xlsx then file will not be found.

Annoyingly the following produces an unknown format xlsm error in R

write.xlsx(LotsofmydatainRdataframe, LotsofmydatainExcel.xlsm,sheetName="Output")