It seems currencies is a lookup column. It can be with a flow like below.
Use the currency id to find the corresponding exRate in the currency list and set the exRate to the current item Exchange Rate column
For updating exRate when changed in the target list, you can use another flow to do so.
About how to filter look up column, please check this:https://...
Tan, It seems you have some trouble with the flow i set. I recreated a new set of lists and the flow shows look up column ID properly. Please double check the lookup column setting. And you can add a get item action to get more properties of the newly created item.