Android does not include the SunJCE security provider and therefore JCEKS is not a supported Keystore type (neither is the older JKS format).
To create a KeyStore you can either choose the BouncyCastle Keystore
KeyStore ks = KeyStore.getInstance("BKS");
or, from Android 4.3, the new AndroidKeyStore
based on OpenSSL decdicated to store app-private keys (more details here)
KeyStore ks = KeyStore.getInstance("AndroidKeyStore");
And if you have a JCEKS Keystore you will have to convert it to BKS format with keytool:
keytool -importkeystore -srcstoretype JCEKS -srckeystore my.keystore -srckeypass my_password -destprovidername BC -deststoretype BKS -destkeypass my_new_password -destkeystore my.bks