Yeah, FileZilla, the major FTP software would put the passwords along with your username, host and other info in your computer directory.
So if you lost your FTP credentials and you have been using FileZilla, you can simply retrieve or assist you remember it.
Just go ahead and open options menu from FileZilla, on Mac computer, you can get this by clicking on the FileZilla menu, and look for settings directory and there you would get xml files containing your credentials.
You can grab and use it. In the meantime, if your computer is accessed by others, also know that they can access your FTP information from there.