I believe it's just a warning message raised by the "Total Value Limit" attribute under Configuration > Presets > Futures > Precautionary Settings. I don't think it prevents the order from going through.
If you change the Total Value Limit under to zero then you won't get the warning message. I...
If you take a look a the contract specifications on CME
http://www.cmegroup.com/trading/fx/g10/euro-fx_contract_specifications.html
it clearly states that the 6E contract size is 125000 euro
So you need to multiply that by the exchange rate to get the USD notional amount...
6E is...