First off this is DEMO for both accounts shown.... But I believe a demonion can provide some a good idea what to expect from trading reside with a broker and maybe show you any hints they may employ.
Taking a look at the image must make it clear enough as you can see I compare it side by side with another broker and I'll tell you not all of brokers will show this huge whip.
The reason that is important is to show that CitiFx Guru upon closing a market order fills the price in as 0.00000 so you've got no debate as you closed in market-- whatever the prevailing price will be.
From what I could see so much this voids whatever slippage debate you may have as well.
I'll post again if I can find that the Citi rep to react to this blatant flaw.
Eternally you may need to be pretty dumb to exchange under these circumstances particularly full well knowing that CitiFX retains another side of the transaction.