There are several issues here:
Futures markets are many different things. Those contracts based on share price indexes should, per se give similar results to using the underlying index. But why would you bother? Just use the underlying directly, rather than a derivative. In saying that the Coppock should give similar results, I have not checked it and have not seen anyone doing so either.
Futures contract other than those based on share price indexes are really an unknown quantity as far as the Coppock indicator is concerned. Perhaps they are OK if it is a broadly traded market - eg Bonds, but I would be very loathe to use it on a thinly or tightly traded contract. Also, I have never seen anyone's research on its use. Probably this is because they would be using the underlying rather than the derivative?
You would need very deep pockets to trade a futures contract based on the Coppock. The volatility in monthly time frames is horrific on a leveraged instrument. So, again why would you bother - if you want a general timing indicator for strategy, you would use the underlying rather than the derivative.