set completeopt+=noselect
set completeopt-=preview
let g:deoplete#enable_at_startup = 1
let g:deoplete#auto_complete_delay = 0
let g:deoplete#auto_complete_start_length = 1
inoremap <expr><C-h> deoplete#smart_close_popup()."\<C-h>"
inoremap <expr><BS>  deoplete#smart_close_popup()."\<C-h>"
inoremap <silent> <CR> <C-r>=<SID>my_cr_function()<CR>
function! s:my_cr_function() abort
  return deoplete#close_popup() . "\<CR>"
endfunction

my_cr_functionにおいてnoselectなら

deoplete#close_popup() . "\<CR>"

候補のいずれかが選択されていたら

deoplete#close_popup()

としたい.
help見てもselectedを取得するインターフェースが見つからなかった.

追記
解決した.

NVIM v0.3.8
Build type: Release
LuaJIT 2.0.5
Compilation: /usr/bin/cc -march=x86-64 -mtune=generic -O2 -pipe -fno-plt -Wconversion -O2 -DNDEBUG -DMIN_LOG_LEVEL=3 -Wall -Wextra -pedantic -Wno-unused-parameter -Wstrict-prototypes -std=gnu99 -Wimplicit-fallthrough -Wvla -fstack-protector-strong -fdiagnostics-color=auto -Wno-array-bounds -DINCLUDE_GENERATED_DECLARATIONS -D_GNU_SOURCE -DNVIM_MSGPACK_HAS_FLOAT32 -DNVIM_UNIBI_HAS_VAR_FROM -I/build/neovim/src/build/config -I/build/neovim/src/neovim-0.3.8/src -I/usr/include -I/build/neovim/src/build/src/nvim/auto -I/build/neovim/src/build/include
Compiled by builduser

Features: +acl +iconv +jemalloc +tui 
See ":help feature-compile"

      システム vimrc: "$VIM/sysinit.vim"
       省略時の $VIM: "/usr/share/nvim"

Run :checkhealth for more info
VIM - Vi IMproved 8.1 (2018 May 18, compiled Jul 29 2019 20:38:53)
適用済パッチ: 1-1776
Compiled by Arch Linux
Huge 版 without GUI.  機能の一覧 有効(+)/無効(-)
+acl               -farsi             -mouse_sysmouse    -tag_any_white
+arabic            +file_in_path      +mouse_urxvt       +tcl/dyn
+autocmd           +find_in_path      +mouse_xterm       +termguicolors
+autochdir         +float             +multi_byte        +terminal
-autoservername    +folding           +multi_lang        +terminfo
-balloon_eval      -footer            -mzscheme          +termresponse
+balloon_eval_term +fork()            +netbeans_intg     +textobjects
-browse            +gettext           +num64             +textprop
++builtin_terms    -hangul_input      +packages          +timers
+byte_offset       +iconv             +path_extra        +title
+channel           +insert_expand     +perl/dyn          -toolbar
+cindent           +job               +persistent_undo   +user_commands
-clientserver      +jumplist          +postscript        +vartabs
-clipboard         +keymap            +printer           +vertsplit
+cmdline_compl     +lambda            +profile           +virtualedit
+cmdline_hist      +langmap           +python/dyn        +visual
+cmdline_info      +libcall           +python3/dyn       +visualextra
+comments          +linebreak         +quickfix          +viminfo
+conceal           +lispindent        +reltime           +vreplace
+cryptv            +listcmds          +rightleft         +wildignore
+cscope            +localmap          +ruby/dyn          +wildmenu
+cursorbind        +lua/dyn           +scrollbind        +windows
+cursorshape       +menu              +signs             +writebackup
+dialog_con        +mksession         +smartindent       -X11
+diff              +modify_fname      -sound             -xfontset
+digraphs          +mouse             +spell             -xim
-dnd               -mouseshape        +startuptime       -xpm
-ebcdic            +mouse_dec         +statusline        -xsmp
+emacs_tags        +mouse_gpm         -sun_workshop      -xterm_clipboard
+eval              -mouse_jsbterm     +syntax            -xterm_save
+ex_extra          +mouse_netterm     +tag_binary        
+extra_search      +mouse_sgr         -tag_old_static    
      システム vimrc: "/etc/vimrc"
      ユーザー vimrc: "$HOME/.vimrc"
   第2ユーザー vimrc: "~/.vim/vimrc"
       ユーザー exrc: "$HOME/.exrc"
  デフォルトファイル: "$VIMRUNTIME/defaults.vim"
       省略時の $VIM: "/usr/share/vim"
コンパイル: gcc -c -I. -Iproto -DHAVE_CONFIG_H   -D_FORTIFY_SOURCE=2  -march=x86-64 -mtune=generic -O2 -pipe -fno-plt -U_FORTIFY_SOURCE -D_FORTIFY_SOURCE=1       
リンク: gcc   -L. -Wl,-O1,--sort-common,--as-needed,-z,relro,-z,now -fstack-protector-strong -rdynamic -Wl,-export-dynamic -Wl,-E -Wl,-rpath,/usr/lib/perl5/5.30/core_perl/CORE  -Wl,-O1,--sort-common,--as-needed,-z,relro,-z,now -L/usr/local/lib -Wl,--as-needed -o vim        -lm -ltinfo -lelf -lnsl    -lacl -lattr -lgpm -ldl   -Wl,-E -Wl,-rpath,/usr/lib/perl5/5.30/core_perl/CORE -Wl,-O1,--sort-common,--as-needed,-z,relro,-z,now -fstack-protector-strong -L/usr/local/lib  -L/usr/lib/perl5/5.30/core_perl/CORE -lperl -lpthread -ldl -lm -lcrypt -lutil -lc   -L/usr/lib -ltclstub8.6 -ldl -lz -lpthread -lm     
echo completed_info()

vimだと値返ってくるがnvimだと未知の関数
helpにもない

echo v:completed_item

どちらにも存在した

imap <silent> <CR> <C-r>=<SID>my_cr_function()<CR>
let g:cache_completed = {}
function! s:my_cr_function() abort
  if has_key(v:completed_item, 'word') && g:cache_completed != v:completed_item
    let g:cache_completed = v:completed_item
    return deoplete#close_popup()
  else
    return deoplete#close_popup() . "\<CR>"
  endif
endfunction