To learn about futures (don't forget the "s" at the end) you can start with the Chicago Mercantile Exchange (CME) Education Center, where you will also find a number of links pointing to simulated trading facilities. A nice program to practice with is Track 'n Trade. Other than with Forex, though, you don't have free real-time or even EOD data feeds. Also, I found it a hassle to maintain data, keep track of contract expirations, etc.