That's a bit of an all encompasing statement. As most forex is tradeable via futures on IMM etc etc - how would you classify those? You could argue that a CFD is effectively an off exchange futures contract ( all be it without a settlement date)
Yes it is better to trade FX Futures, because they are transparent and you can read the volume. The order flow is visible and it is a centralised market place..
I would be interested in hearing your response....You should go and visit some reputable Prop Trading Firms (Futex, XConnect, Tower Trading Group). These guys all trade futures