For every trade you make someone has to get the opposite side. So no, the volume available on those penny stocks isn't likely to fill your 5k. You need more liquidity for that trade. And more importantly, if you manage to get your 5k in, you will sweat ink to find buyers to get them out.
Well, I just checked one broker of the list and YES they do offer synthetic products for trading, like CFDs. https://www.ampglobal.com/trading/forex_cfd_markets.html
For Euro traders, yes, at AMPGlobal, not AMPFutures. Two different entities. But when you trade a CME future, you're not trading a bloody synthetic tangle of shit. Why is this so hard for you to believe?