something like this ?

#include <stdio.h>
#include <stdlib.h>
#include <ctype.h>

#define SEQNAME_MAX BUFSIZ

int main(int argc,char** argv)
    {
    int c;
    int pos=0;
    int prev_c=-1;
    char name[SEQNAME_MAX];
    name[0]=0;

    for(;;)
            {
            switch((c=fgetc(stdin)))
                {
        case EOF: return EXIT_SUCCESS;
        case '>':
            {
            int space=0;
            int name_length=0;
            name[0]=0;
            pos=0;
            while((c=fgetc(stdin))!=EOF && c!='\n')
                {    
                if(space) continue;
                if(isspace(c)) { space=1; continue;}
                name[name_length++]=c;
                }
            name[name_length]=0;
                    prev_c=-1;
            break;
            }
        case '\n':case '\r':case ' ':break;
        case 'g': case 'G': 
            {
            if(prev_c=='C')
                {
                printf("%s\t%d\n",name,pos);
                }
            prev_c=c;
            ++pos;
            break;
            }
        case 'c': c='C';/* continue */
                default:prev_c=c; ++pos;break;
                }
        }
    return EXIT_SUCCESS;
    }

.

$ gcc -O3 -Wall input.c
$ curl -s "http://hgdownload.cse.ucsc.edu/goldenPath/hg19/chromosomes/chrM.fa.gz" |  gunzip -c | ./a.out  | head
chrM    33
chrM    61
chrM    78
chrM    80
chrM    91
chrM    96
chrM    105
chrM    120
chrM    162
chrM    170

Anyone want to validate my perl script. save this script as: cgpositionFinder.pl

#!/usr/bin/perl
# search the postions for the CpGs in human genome
# input are chr1.fa, chr2.fa and so on
# output will be chr1.CpG.positions.txt and so on.
# Finally, merge all the CpG.positions.txt and bedtools sort.  

my $fa=shift @ARGV;
open F,$fa;
my $seq;
my($chr,undef)=split/.fa/,$fa;
my $out="$chr.CpG.positions.txt";
open F,$fa;
while(<F>){
next if />/;
chomp;
$seq .=$_;
}
close F;

sub match_positions {
    my ($regex, $string) = @_;
    return if not $string =~ /($regex)/;
    return (pos($string), pos($string) + length $1);
}
sub all_match_positions {
    my ($regex, $string) = @_;
    my @ret;
    while ($string =~ /($regex)/ig) {
        push @ret, [(pos($string)-length $1),pos($string)-1];
    }
    return @ret
}

my $regex='CG';
my $string=$seq;
my $cgap=3;
my @pos=all_match_positions($regex,$string);
my @hgcg;
open OUT,">$out";
foreach my $pos(@pos){
    push @hgcg,@$pos[1];
}
foreach my $i(0..($#hgcg)){
my $pos=$hgcg[$i]-1;  # transfer to 0-based coordinate
print OUT "$chr\t$pos\n";
}
close OUT;

usage:

perl cgpositionFinder.pl chr1.fa
perl cgpositionFinder.pl chr2.fa
perl cgpositionFinder.pl chr3.fa
........

output

chr1.CpG.positions.txt
chr2.CpG.positions.txt
chr3.CpG.positions.txt
........

example:

wget http://hgdownload.soe.ucsc.edu/goldenPath/mm10/bigZips/chromFa.tar.gz
tar xzvf chromFa.tar.gz
for i in `ls *fa`
do
perl ~/bin/cgPositionFinder.pl $i
done