The Foreign Exchange Rates dataset contains foreign exchange rates for over 30 currencies and trade-weighted indices based on the Federal Reserve Board's H.10 release. The rates are given in currency units per dollar with a few also available as dollar per currency unit. The dataset is available through WRDS at:

http://wrds.wharton.upenn.edu/ds/fx/index.shtml 

It can also be found in SAS format on the local network at K:\ForeignExchangeRates . The SAS data is comprised of the following 4 SAS files:

fx_daily.sas7bdat - Contains the daily values for a variety of currencies

fx_daily_vars.sas7bdat -  Contains a list of the variables available in the fx_daily file with a description of each variable

fx_monthly.sas7bdat - Contains the monthly values for a variety of currencies

fx_monthly_vars.sas7bdat -  Contains a list of the variables available in the fx_monthly file with a description of each variable