MSDN page Supported Configurations and Platforms for Coded UI Tests and Action Recordings tells that Java platform is not supported. But now Java development is possible with Visual Studio Team Services (VSTS) and Team Foundation Server (TFS) (https://java.visualstudio.com/) so it is strange for me that in Coded UI Test there is no Java GUI testing support.
I tried to record actions for Java GUI in Microsoft Test Manager and it handles the task quite well (but this tool is primarily for manual testing and recording is just to help handle manual test steps). Still there is a possibility to export MTM tests to CodedUI tests in C# so may be there is something wrong in Coded UI Test support matrix? And it is possible to use MS Coded UI Test framework to test Java GUI application.
P.S.: I do not have VS Ultimate or Premium to check this feature (Coded UI Tests is only available in them)