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Don't understand futures index
I suggest you read the Basic Course of Futures or related basic books carefully, which contains the answers you want. Or ask the futures company for information such as investor handbook.

1, futures refers to the futures software according to their own writing, can not be counted as the market.

Futures varieties are only the specific month varieties specified by the exchange, and there is no market. However, the total index is positively correlated with individual varieties, which has reference value.

2. The most important factors are supply and demand. There are others, look up books and have a good look at the ways of influence.

Futures is a zero-sum game. You're absolutely right.

4, yes, but how big the impact is, the specific research methods should be read.

5. Know yourself and yourself.