Not long ago I worked for a high frequency outfit in Chicago. We regularly rested orders of 100 cars on EUR/USD throughout the US trading session and had the orders generally 10 levels deep (both on the bid and ask). Now, granted these orders are constantly replaced and canceled and only get filled if conditions were met but you could essentially chop a bunch of size through the market and pick them all up. This may not be much help but that's what we were doing on a 24 hour basis. Slippage when we got filled... generally no more than a half to full tick. The EUR/USD contract is very liquid and I wouldn't be worried about slippage as a retail trader. You just won't put enough size through the market.