In the USA, "altimeter setting" always means QNH. Inches are always used. Above 17,500, altimeters are always set to 29.92 inches. QFE used to be used by Eastern and American Airlines, and they would get their QFE from their company radio, since the ATC facilities didn't even have it available. Even on approach, they kept a third altimiter set to QNH. Most pilots in the USA don't know the meaning of QNH or QFE, etc., since we don't use the three letter Q codes. The 5 letter ones are used in NOTAMS, which in our politically correct times are referred to as NOTACS (C is for crew).
By the way, ATIS means Airport Terminal Information Service.