ATF - Automatic transmission fluid.
There will be a filter but they are usually housed inside the auto box oil sump. It has to be drained and the sump removed to gain access to the filter.The only ones i have seen are quite flat to look at and held to the bottom of the auto box with a couple of bolts. As i've never worked on a B-max auto i cannot say for sure that it will be the same setup as other auto boxes but they all seem to have the same design.
1 litre Zetec Turbo petrol 74Kw / 100 Ps