Appearance can be deceiving. Evolution is much more than just morphological changes and the introduction of trophic novelty.
Coeleocanth has an exceptionally slow changing genome and minimal morphological drift - hence the 'living fossil' moniker.
The genetics of at least one species (Latimeria menadoensis) has been close to 'frozen' (actually just changing REALLY slowly) for several million years, and maybe as many as 30 million - reportedly due to a very slow mutation rate in the HOX cluster and some other unique features of its genome.
However, there are two know species, and they diverged somewhere about 6-12 million years ago. There are morphological differences in fin shapes and underlying musculature between the species, not to mention differences in coloration (one is brown, one is blue), patterning and habitat preferences (one is a cave dweller and one more of a bottom of crevice dweller).
There's also evidence that the West Indian coeleocanth (Latimeria chalumna) has sub-populations which have significant genetic diversity between geographies. Not only that, there is evidence that this genetic diversity is recent, as little as 200,000-300,000 years for at least one population.
So, the coeleocanth continues to evolve. It's existence is further evidence that evolution continues (just not in the ways that most people expect), even if we can't pick it up that easily to the naked eye.