This dataset contains daily FX rates for the major currencies provided by Yahoo finance; the naming convention should be self-explanatory, for convenience the codes of individual currencies:

USD: US dollar
EUR: Euro
JPY: Japanese yen
GBP: British pound
AUD: Australian dollar
NZD: New Zealand dollar
CAD: Canadian dollar
SEK: Swedish krona
CHF: Swiss franc
HUF: Hungarian forint
CNY: Chinese yuan (renminbi)
HKD: Hong Kong dollar
SGD: Singapore dollar
INR: Indian rupee
MXN: Mexican peso
PHP: Philippine peso
THB: Thai baht
MYR: Malaysian ringgit
ZAR: South African rand
RUB: Russian ruble

Note from KB2: Please leave an upvote if you download the dataset:-)