You can not do this as usual. You need to do the following hack.
- Click on “New” under Lists > Accounting>Currency Exchange Rates
- Click on “Search” to the upper left corner of the screen
- Click “Create Saved Search”
- On the Criteria, add the Effective Date with conditions “within” for FX between two dates or select “on or after” etc as per your need
- In the results, select the Base Currency/ Transaction Currency/ Effective Date and the Exchange Rate
- Save and Run