One of the reasons you might not receive notification emails from BTCMEX would be that they drop to Spam or Junk emails in the mailbox.

Verification emails from BTCMEX may be filtered directly into your email program's spam or junk mail folder. Your ISP or corporate domain may be configured to deliver commercial mail to this folder by default. If you do not find the email in this folder, please add support@btcmex.com to your safe sender or contact list. 

The majority of mailboxes have a "Report not Spam" option. If you use this option, BTCMEX email will be automatically moved to the inbox and not recognized as Junk anymore.

Here are advanced settings to whitelist  support@btcmex.com.

Gmail

• Log in to your Gmail account from your Web browser
•  Go to "Settings" - button on the top right

• Find "Filters and Blocked Addresses" tab
• Click "Create the new filter" button

• Input support@btcmex.com in the “From” field and press “Create a filter with this search” button

• Check the box "Never send it to Spam" and then create a filter

Outlook

• Log in to your Outlook account from your Web browser
• Go to "Settings" and find "all Outlook settings"

• Find "Safe senders and domains" in "Junk email"

• Add support@btcmex.com to the list and click "Save"