Look back about 4 posts to see what I wrote in 2008 about my own particular situation. Nobody on earth, including immigration, can give you a specific length of time, by the way. It takes as long as it takes, and every case is different. Since the usual time varies so much between 4 and 8 weeks, you need to wait at least that long. Your nationality plays a role, as do many other circumstances.
For example, you're waiting for a COE. Ok, but for what type of visa?
What information have you already provided?
Just be patient another 2 weeks at least. Then follow the advice I already gave.