Answer

Use Bloomberg.
Type historic futures and hit Help
Choose 1) Frequently Asked Questions and then 1) Historic Prices
There it shows you how to construct a code for a futures contract.
Type ctm and hit GO to get to the Contract Table Menu. You will get a 2 letter code for the currency you want.
Type month codes and hit HELP for the month code for the contract, e.g., H is March.
The year is a 2 digit number, e.g., 02 for 2002.
Type the code you have constructed and then hit the CMDTY key and hit GO.
Choose Price History then 1)HP - Historical Prices
Change to the dates you want.

Bloomberg stations are located on the 5th floor of Bobst Library, in the KMC UC-70 computer lab, 5th floor reading room, and CRC. Undergraduates may use the Bloomberg stations in the Tisch LC11-13-15 computer lab or on the 5th floor of Bobst library.