search the impressum, risk disclosure, client agreement etc on their pages. if nothing is mentioned about regulation it is most likely not regulated. then you can check the address and see where it is. when it is somewhere like st vincent and grenadines or something... be careful. also when it says "registered company" it does NOT mean that it is regulated.
if a broker pretends to be regulated and it is not (you can check the mentioned regulation pages) then you can report that broker.
CRFIN membership is purely arbitrary. It is better than no regulation at all, but the organization does not license - the worst it can do to a broker is to expel it. In that case, the broker can just choose to join some other SRO.
Exness is also regulated by CRFIN, but it is also licensed by CySEC.
Often we see unregulated brokers offering better conditions and also not asking you for proper documents for opening account. I know many people who fell in trap of such brokers and later lost their money. I would recommend you guys not to go with unregulated broker and only to trade with regulated brokers. Please share your story if you guys ever had any issues with your broker.