SuperSport are among the contenders for the league crown, while their Nedbank Cup title defence remains on track as they prepare to face third-tier side KwaDukuza United in the last-16 of the competition.
Stuart Baxter's men will also battle Liberian outfit Barrack Young Controllers next month for a place in the group stages of the CAF Confederation Cup.
"I think we can go all the way. We've shown that we can reach finals with the Telkom Knockout [where they lost to Cape Town City this season] and in the Nedbank Cup," said Furman, who has shone in the United engine room this campaign.
"From the team last year we've strengthened the squad and hopefully we can go further.
"I think we are in contention for the league, we are in the chasing pack, in the mix. We are in a good position in the CAF competition and now we are in the next round of the Nedbank Cup, and we'll have some silverware to show this season."
The Bafana Bafana vice-captain added: "We are defending champions [in the Nedbank Cup] so for us we want to defend our trophy."
Furman is with the national squad preparing for Saturday's friendly with Guinea-Bissau at Durban's Moses Mabhida Stadium (15h00).
Bafana will also host Angola in a friendly in East London on Tuesday.
Matsatsantsa will next host relegation-threatened Baroka at happy hunting ground Mbombela Stadium on April 2.