Confectioner's sugar is also called powdered sugar, and icing sugar in the United Kingdom. White granulated sugar is very finely ground, sifted and mixed with about 1% to 3% starch, cornstarch, or calcium phosphate to keep it dry and to prevent caking.
10X (ultrafine or superfine) is the finest powder and what you will find on your supermarket shelves.
Bakers and confectioners are the only ones who have use for most other grades such as 4X (fine) and 6X (very fine).
If you have no confectioner's sugar, you can put some granulated (regular) sugar in a blender with a pinch of cornstarch and process it.