It's not often the U. S. Attorney's Office comments, let alone confirms an ongoing investigation, but in regard to the shooting (murder) of Laquan McDonald, that's exactly what they have done.
A Message from the U.S. Attorney's Office:
On April 13, 2015, this Office announced a joint federal and state investigation into the October 20, 2014, fatal shooting of Laquan McDonald.
Both before and since that announcement, the U.S. Attorney’s Office and our law enforcement partners have been conducting a thorough investigation into the circumstances of the shooting.
The federal investigation of the shooting remains active and ongoing.
While it's fairly obvious what happened that night from video below, there's increasing questions and allegations that police, prosecutors and Mayor Rahm Emanuel's office as well as his re-election campaign may be part of any investigation.
The ONLY reason a murder charge was pursued at this time by Cook County State's Attorney Anita Alvarez is due to a judge's order the video be released, which would have created a massive backlash as to why the police officer had not been charged.
Sources also have said the Feds have presented certain information to a federal grand jury.