I\'m writing a bunch of related preprocessor macros, one of which generates labels which the other one jumps to. I use them in this fashion:
MAKE_FUNNY_JUMPI
It doesn't seem possible with a standard preprocessor, although you could fake it out by putting parameters within MAKE_LABEL or MAKE_FUNNY_JUMPING_LOOP, and use token pasting to create the label.
There's nothing preventing you from making your own preprocessing script that does the automatic increment for you. However, it won't be a standard C/C++ file in that case.
A list of commands available: http://www.cppreference.com/wiki/preprocessor/start