It seems Firefox simply skips scripts containing ActiveX objects:
<script><!--
  var activeXsupport = "ActiveX not supported";
// --></script>
<script><!--
  var dummy = new ActiveXObject ('WScript.Shell');
  activeXsupport = "ActiveX supported";
// --></script>
<script><!--
  alert (activeXsupport);
// --></script>    
So this gives me "supported" on IE11 and "not supported" on Firefox.
[Edit:] Since it also throws an error message on Firefox if the console is opened with [F12], I suggest this improvement:
<script><!--   
  var dummy = ''; var hasActiveX = false;  
  try {dummy = new ActiveXObject ('WScript.Shell'); hasActiveX = true;}
  catch (err) {dummy = ''; hasActiveX = false;}
  alert ('hasActiveX = ' + hasActiveX);
// --></script>   
Edge Chromium supports ActiveX if it is made the default browser in settings and reloading in Internet Explorer Mode via "More Tools" is enabled:
edge://settings/defaultBrowser 
Gerolf