Export data with data frame coordinate system using ArcPy

Question

I want to export data in current data frame and use the same coordiante system as data frame using ArcPy as I have multiple files. Any suggestion on how to "Export with data frame's coordinate system"? Following is what I have:

import arcpy
from arcpy.sa import *

mxd = arcpy.mapping.MapDocument(r'C:/test.mxd') 
df = arcpy.mapping.ListDataFrames(mxd, 'Layers')[0]
for layers in xrange(1,12,1):
    inLU = r'C:/rl_' + str(layers) + '.lyr'
    lyrFile = arcpy.mapping.Layer(inLU)
    arcpy.mapping.AddLayer(df, lyrFile)
    arcpy.CopyFeatures_management(r'rl_' + str(layers), r'C:/shape_' + str(layers))

Answer 1

See comments below:

import arcpy

#Get data frame object
mxd = arcpy.mapping.MapDocument(r'C:/test.mxd') 
df = arcpy.mapping.ListDataFrames(mxd, 'Layers')[0]

#Get spatial reference object from data frame
SR = df.spatialReference

#List all layers in data frame
layers = arcpy.mapping.ListLayers (mxd, "", df)

#Iterator for naming files
i = 0
#Iterate all layers
for layer in layers:
    i += 1
    #Export/project
    arcpy.Project_management (layer, r'C:/shape_' + str(i) + '.shp', SR)

Answer 2

import arcpy
import os,sys

saveFeatureFold = 'F:\\data\\data.gdb\\myData\\'#you must create the gdb first and define the project you like
featureFold = 'F:\\dealWithData\\
for file in os.listdir(featureFold ):
    if file.endswith('.shp'):
        fileName = featureFold +file
        saveName = saveFeatureFold +file
        arcpy.CopyFeatures_management(fileName,saveName )#so the project is you want to be