Firstly, you are copying your jar to /dockerimages/ folder inside your docker container and trying to execute it in the root folder of the container.
FROM openjdk:8
COPY ./cm-auth-service-0.0.1.jar .
ENTRYPOINT exec java -Djava.security.egd=file:/dev/./urandom -jar /cm-auth-service-0.0.1.jar
EXPOSE 8085
You should add it to your root folder if you want to exec it from the root folder, if you want it to be in /dockerimages/ path than you should
FROM openjdk:8
COPY ./cm-auth-service-0.0.1.jar /dockerimages/
ENTRYPOINT exec java -Djava.security.egd=file:/dev/./urandom -jar /dockerimages/cm-auth-service-0.0.1.jar
EXPOSE 8085