You can easily transfer funds between Quicken accounts that use different currencies.
The Currency List in Quicken contains exchange rates. You can add currencies to the list and update the exchange rates as they change.
Transfers between accounts of different currencies behave like any other Quicken transfer, with one exception: you can change one end of the transfer without making the corresponding change at the other end of the transfer. This way, you can edit the calculation in Quicken to reflect an updated exchange rate and any service charge imposed by the bank.