What is this electrical fixture above a natural gas fired forced air furnace?
That looks like it was part of a whole house smoke detector system.
Smoke detectors do have a limited life and when they start failing folks just pull them out.
Since the detector was close to the furnace it could have been smoke , carbon monoxide or both. I would see if the other detectors in the home work and in any case get replacements that are compatible with the others. You may find that multiple units may not be functioning.
On several jobs I have had to replace every smoke detector only the thermal detectors were still functional. In some cases I could get the same or similar model in other cases I had to replace the bases as the new models did not fit but used the same wiring.
You may be able to get more info off of the ring that is still there but getting a complete head will help you find compatible units.