Ratification CERD: yes in 1978, Luxembourg has also agreed to individual petitions under Article 14.

Extracts from ECRI's third report (adopted in December 2005):
The establishment of the Office of Ombudsman, which is empowered to examine complaints by foreign residents, is a step forward in the fight against racial discrimination. Besides, a commission responsible for receiving complaints about the media has been established. However, specialized bodies as the National Council for Foreigners and the Consultative Commission on Human Rights still lack the human and material resources to fulfill their tasks. No policy has been introduced to integrate communities from an immigrant background in matters such as employment and housing.

Link to the full document:
http://www.coe.int/t/e/human_rights/ecri/1-ecri/2-country-by-country_approach/luxembourg/luxembourg_cbc_3.asp#P75_3984

ECRI land reports in French and when present in the original language of the country:
French