To export just leave the filename blank as in this example:
[codesyntax lang="bash"]

xe vm-export vm=VM-UUID filename= | gzip -c > /mnt/vm.xva.gz

[/codesyntax]

To import use /dev/stdin as filename:
[codesyntax lang="bash"]

gunzip -c /mnt/vm.xva.gz | xe vm-import sr-uuid=SR-UUID filename=/dev/stdin

[/codesyntax]