Yes, your right. I just remembered now CME has FX futures. Problem is as I recall you don't have anywhere near the volume as in the FX markets and for that reason you would be better off just adding contracts in ES or trade CL as well. You can trade 10 contracts in CL without any problems getting filled at your stop limit (factor 0) order price. CL moves alot faster than ES though and I would only trade CL once I got my game down in ES. Same strategy works though. I've run it live on CL too.