You are not explaining your scenario at all, thus it's nearly impossible to know what you are trying to accomplish and how.
If the index.cfm is in the same folder as your current form template, referring to "index.cfm" or "./index.cfm" should work.
Your three examples would try to access index.cfm from your web server web-root, and parent folder(s) of your current template path.
Are you using cfc's or custom tags to display the form? This could also confuse you with the paths.