I have 3 difference currency on my Magento store. I want to add Delivery options with prices but I want price to change for selected currency.
Try to give different delivery price depend on store view..
As if you have a store with currency $ and the name of the store is us.. Then you need to change the store to US. Then add a different price for that store..
You can see more details here.
I think the way to go here would be implementing a widget. Then you could define the price in your base currency in the widget, and the widget then converts it to the actual currency used in the frontend. Then you can just add your widget to the page and define a price in your base currency
one of many tutorials for creating a widget can be found here: http://code.tutsplus.com/tutorials/custom-widget-development-in-magento--cms-23015
a good starting point for converting the currency can be found here: http://blog.chapagain.com.np/magento-convert-price-from-current-currency-to-base-currency-and-vice-versa/