When you open an IRA account for futures or forex you can't do so directly with a broker. You have to go through a trust service who will hold the account.
I'm sure there are a numer of brokers that support this. If I recall correctly I believe FXDD has the IRA option.
Account holding companies. (This is from my file but I put this together a while back for my own purposes of having an IRA for futures). Info may be outdated but its probably current.
Entrust Administration
180 Grand Avenue
Suite 1030
Oakland, CA 94612
800-392-9653
Millennium Trust LLC
820 Jorie Blvd Ste #420
Oak Brook, IL 60523
708-873-5300
North Star Trust Company
500 W. Madison St.
Chicago, IL 60661
312-559-6542
contact: Pat Kyce
Sterling Trust Company
7901 Fish Pond Rd
Waco, TX 76710
254-751-1505