Actually it does have Automatic Transmission Fluid (ATF) in the FFE gear box. Specifically it's Ford Mercon LV. If you change the gear oil do not use anything other than Mercon LV. I would suspect there's probably a wide range of lubricants that would work but without having any knowledge of the lubrication requirements I'd just stick with the factory spec. I seem to vaguely remember that it takes 2 or 2.5 quarts. I have no idea where I might have read that though so don't quote me.
2014 Blue Candy FFE
http://www.fuelly.com/car/ford/focus/2014/triangles/303811 (since this forum doesn't allow BBcode in sigs)