I posted a very basic example as a test or FM12 'InsertfromURL' here
I later discovered how you could grab qoute prices from google on batch for free - see comment further down. You'd have to script that. (i'll get to it one day but might be a while)
I've seen a couple of files import currency rates in the past. think from a free ECB feed. do a search on fmforums or google should dish up a file or 2.