Don't know much about spot FX, so I can't comment.
Here's the CME page on Currency Futures:
Outright Rates for CME Currency Futures Created by PBIS system
Your broker should be able to give you much better rates - if you ask nicely.
One noticeable difference is the direct commissions on Currency FX. In Spot FX brokers get their "vig" from the difference between the bid and ask spread, and don't normally charge a per trade commission.
Currency FX is just like the other regulated futures - you've got exchange fees, regulatory fees, and broker commissions for each trade - and on each side (in and out).