The fumefx particles you created are totally awesome dude! I've played around with fumefx and it can be tricky to deal with. My main critique would be that the bullet and the guns texture are very low quality. They don't come even close to matching the realism you have there with the fumefx effects. So the weapons really bring down the whole thing imo and there is a real disconnect between the two. But if the intention of this is to just get better at using fumefx I would say you did a great job!
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I have to agree with Brad on the gun though. Setting a bit of a quality contrast as the material kinda reads like concrete to me.
Nice project, you did a great job