Plenty of volume during the london session for cme futures,look at the DOM.Quote from rsikit:
I have traded both and I do not scalp, I do trade intraday and do not hold overnight. When trading FOREX the best time to trade is the london market. So try trading the CME futures during that time its complete crap. So if your no scalping FX is great no problems and unlike the cme futures, fx is very liquid all the time.