If I remember, you have to add the IP address that squid listens on to the External cache Managers field in Services - Squid Proxy Server - Local cache. Your output should look like this:
[2.2.5-RELEASE][admin@pfsense.kominc.local]/root: squidclient -h 10.10.4.1 -p 3128 mgr:info
Sending HTTP request ... done.
HTTP/1.1 200 OK
Server: squid
Mime-Version: 1.0
Date: Wed, 10 Feb 2016 14:49:20 GMT
Content-Type: text/plain
Expires: Wed, 10 Feb 2016 14:49:20 GMT
Last-Modified: Wed, 10 Feb 2016 14:49:20 GMT
X-Cache: MISS from localhost
X-Cache-Lookup: MISS from localhost:3128
Connection: close
Squid Object Cache: Version 3.4.10
Build Info:
Start Time: Fri, 25 Dec 2015 17:55:34 GMT
Current Time: Wed, 10 Feb 2016 14:49:20 GMT
Connection information for squid:
Number of clients accessing cache: 58
Number of HTTP requests received: 9997622
Number of ICP messages received: 0
Number of ICP messages sent: 0
Number of queued ICP replies: 0
Number of HTCP messages received: 0
Number of HTCP messages sent: 0
Request failure ratio: 0.00
Average HTTP requests per minute since start: 148.1
Average ICP messages per minute since start: 0.0
Select loop called: 261284164 times, 15.499 ms avg
Cache information for squid:
Hits as % of all requests: 5min: 1.2%, 60min: 3.7%
Hits as % of bytes sent: 5min: 2.0%, 60min: 0.9%
Memory hits as % of hit requests: 5min: 9.1%, 60min: 5.6%
Disk hits as % of hit requests: 5min: 9.1%, 60min: 6.5%
Storage Swap size: 9437124 KB
Storage Swap capacity: 90.0% used, 10.0% free
Storage Mem size: 8100 KB
Storage Mem capacity: 98.9% used, 1.1% free
Mean Object Size: 34.64 KB
Requests given to unlinkd: 0
Median Service Times (seconds) 5 min 60 min:
HTTP Requests (All): 0.06640 0.06640
Cache Misses: 0.06640 0.06640
Cache Hits: 0.00000 0.00091
Near Hits: 0.00179 0.01164
Not-Modified Replies: 0.00000 0.00000
DNS Lookups: 0.03223 0.03374
ICP Queries: 0.00000 0.00000
Resource usage for squid:
UP Time: 4049625.975 seconds
CPU Time: 17684.284 seconds
CPU Usage: 0.44%
CPU Usage, 5 minute avg: 0.94%
CPU Usage, 60 minute avg: 0.80%
Maximum Resident Size: 478176 KB
Page faults with physical i/o: 168
Memory accounted for:
Total accounted: 52310 KB
memPoolAlloc calls: 1936117391
memPoolFree calls: 1943865739
File descriptor usage for squid:
Maximum number of file descriptors: 57960
Largest file desc currently in use: 267
Number of file desc currently in use: 135
Files queued for open: 0
Available number of file descriptors: 57825
Reserved number of file descriptors: 100
Store Disk files open: 0
Internal Data Structures:
272539 StoreEntries
1887 StoreEntries with MemObjects
1831 Hot Object Cache Items
272431 on-disk objects