Hello Alex,
If you are looking for the currency conversions for your custom reports, I assume that it should e feasible.
Let's say your company currency is USD and in your report, you are looking at the data in EUR.
System should convert the USD amounts to the EUR as per the exchange rate defined in the system.
If you want the currency conversions for the particular day, then you should have Display Currency - Conversion Date field on your custom report.
Let me know, if I misunderstood your concern.
Regards,
Harshal