Some of the measures are reported as 0 in my database. But I want to
show NULL.
Here is the solution I found:

I created two base measures in my cube (based on exactly the same fact
table columns)

Sale0 : "Fact_Table"."Sale"
Sale : "Fact_Table"."Sale"

Sale 0 is a hidden measure.

Then I created a calculated cell:

Converting 0 to NULL
Calculation Subcube: {[Measures].[Sale]}
Calculation Value : iif([Measures].[Sale0] = 0,
NULL,[Measures].[Sale0])


Practically speaking, [Sale] is just a placeholder. But this seems
cumbersome. Is there a better way to do this? (Like not having to
create two measures instead of one). When I tried it... it was giving
me "infinite recursion" error. Maybe better MDX needs to be written.

In other words:
Converting 0 to NULL
Calculation Subcube: {[Measures].[Sale]}
Calculation Value : iif([Measures].[Sale] = 0,
NULL,[Measures].[Sale])

Now this would work if it were a calculated member. But I'd like to
use the calculated cell. (So that I can use nonemptycrossjoin on my
base measures)

I would appreciate your answer.