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You can definitely use filters on a SLR digital camera.

For a point and shoot (including higher end ones like the Fuji that you mentioned), it depends on the camera. Some can take filters, some cannot. You would need to look at your manual and/or your camera.

I could not find anything one way or another on the Fuji site about that camera that you mentioned, but I get the impression that you CANNOT use filters with that camera. But, I don't have anything to really backup that impression.

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