As far as I know there is nothing that converts lots of prices "on the fly" for Wordpress, so I guess you have to write it on your own!
Luckily, it's not that hard as it seems, firstly, you need a list of all currencies:
$currency_list = array (
"DZD" => "Algerian Dinar (DZD)",
"XAL" => "Aluminium Ounces (XAL)",
"ARS" => "Argentine Peso (ARS)",
"AWG" => "Aruba Florin (AWG)",
"AUD" => "Australian Dollar (AUD)",
"BSD" => "Bahamian Dollar (BSD)",
"BHD" => "Bahraini Dinar (BHD)",
"BDT" => "Bangladesh Taka (BDT)",
"BBD" => "Barbados Dollar (BBD)",
"BYR" => "Belarus Ruble (BYR)",
"BZD" => "Belize Dollar (BZD)",
"BMD" => "Bermuda Dollar (BMD)",
"BTN" => "Bhutan Ngultrum (BTN)",
"BOB" => "Bolivian Boliviano (BOB)",
"BRL" => "Brazilian Real (BRL)",
"GBP" => "British Pound (GBP)",
"BND" => "Brunei Dollar (BND)",
"BGN" => "Bulgarian Lev (BGN)",
"BIF" => "Burundi Franc (BIF)",
"KHR" => "Cambodia Riel (KHR)",
"CAD" => "Canadian Dollar (CAD)",
"KYD" => "Cayman Islands Dollar (KYD)",
"XOF" => "CFA Franc (BCEAO) (XOF)",
"XAF" => "CFA Franc (BEAC) (XAF)",
"CLP" => "Chilean Peso (CLP)",
"CNY" => "Chinese Yuan (CNY)",
"COP" => "Colombian Peso (COP)",
"KMF" => "Comoros Franc (KMF)",
"XCP" => "Copper Ounces (XCP)",
"CRC" => "Costa Rica Colon (CRC)",
"HRK" => "Croatian Kuna (HRK)",
"CUP" => "Cuban Peso (CUP)",
"CYP" => "Cyprus Pound (CYP)",
"CZK" => "Czech Koruna (CZK)",
"DKK" => "Danish Krone (DKK)",
"DJF" => "Dijibouti Franc (DJF)",
"DOP" => "Dominican Peso (DOP)",
"XCD" => "East Caribbean Dollar (XCD)",
"ECS" => "Ecuador Sucre (ECS)",
"EGP" => "Egyptian Pound (EGP)",
"SVC" => "El Salvador Colon (SVC)",
"ERN" => "Eritrea Nakfa (ERN)",
"EEK" => "Estonian Kroon (EEK)",
"ETB" => "Ethiopian Birr (ETB)",
"EUR" => "Euro (EUR)",
"FKP" => "Falkland Islands Pound (FKP)",
"GMD" => "Gambian Dalasi (GMD)",
"GHC" => "Ghanian Cedi (GHC)",
"GIP" => "Gibraltar Pound (GIP)",
"XAU" => "Gold Ounces (XAU)",
"GTQ" => "Guatemala Quetzal (GTQ)",
"GNF" => "Guinea Franc (GNF)",
"HTG" => "Haiti Gourde (HTG)",
"HNL" => "Honduras Lempira (HNL)",
"HKD" => "Hong Kong Dollar (HKD)",
"HUF" => "Hungarian Forint (HUF)",
"ISK" => "Iceland Krona (ISK)",
"INR" => "Indian Rupee (INR)",
"IDR" => "Indonesian Rupiah (IDR)",
"IRR" => "Iran Rial (IRR)",
"ILS" => "Israeli Shekel (ILS)",
"JMD" => "Jamaican Dollar (JMD)",
"JPY" => "Japanese Yen (JPY)",
"JOD" => "Jordanian Dinar (JOD)",
"KZT" => "Kazakhstan Tenge (KZT)",
"KES" => "Kenyan Shilling (KES)",
"KRW" => "Korean Won (KRW)",
"KWD" => "Kuwaiti Dinar (KWD)",
"LAK" => "Lao Kip (LAK)",
"LVL" => "Latvian Lat (LVL)",
"LBP" => "Lebanese Pound (LBP)",
"LSL" => "Lesotho Loti (LSL)",
"LYD" => "Libyan Dinar (LYD)",
"LTL" => "Lithuanian Lita (LTL)",
"MOP" => "Macau Pataca (MOP)",
"MKD" => "Macedonian Denar (MKD)",
"MGF" => "Malagasy Franc (MGF)",
"MWK" => "Malawi Kwacha (MWK)",
"MYR" => "Malaysian Ringgit (MYR)",
"MVR" => "Maldives Rufiyaa (MVR)",
"MTL" => "Maltese Lira (MTL)",
"MRO" => "Mauritania Ougulya (MRO)",
"MUR" => "Mauritius Rupee (MUR)",
"MXN" => "Mexican Peso (MXN)",
"MDL" => "Moldovan Leu (MDL)",
"MNT" => "Mongolian Tugrik (MNT)",
"MAD" => "Moroccan Dirham (MAD)",
"MZM" => "Mozambique Metical (MZM)",
"NAD" => "Namibian Dollar (NAD)",
"NPR" => "Nepalese Rupee (NPR)",
"ANG" => "Neth Antilles Guilder (ANG)",
"TRY" => "New Turkish Lira (TRY)",
"NZD" => "New Zealand Dollar (NZD)",
"NIO" => "Nicaragua Cordoba (NIO)",
"NGN" => "Nigerian Naira (NGN)",
"NOK" => "Norwegian Krone (NOK)",
"OMR" => "Omani Rial (OMR)",
"XPF" => "Pacific Franc (XPF)",
"PKR" => "Pakistani Rupee (PKR)",
"XPD" => "Palladium Ounces (XPD)",
"PAB" => "Panama Balboa (PAB)",
"PGK" => "Papua New Guinea Kina (PGK)",
"PYG" => "Paraguayan Guarani (PYG)",
"PEN" => "Peruvian Nuevo Sol (PEN)",
"PHP" => "Philippine Peso (PHP)",
"XPT" => "Platinum Ounces (XPT)",
"PLN" => "Polish Zloty (PLN)",
"QAR" => "Qatar Rial (QAR)",
"ROL" => "Romanian Leu (ROL)",
"RON" => "Romanian New Leu (RON)",
"RUB" => "Russian Rouble (RUB)",
"RWF" => "Rwanda Franc (RWF)",
"WST" => "Samoa Tala (WST)",
"STD" => "Sao Tome Dobra (STD)",
"SAR" => "Saudi Arabian Riyal (SAR)",
"SCR" => "Seychelles Rupee (SCR)",
"SLL" => "Sierra Leone Leone (SLL)",
"XAG" => "Silver Ounces (XAG)",
"SGD" => "Singapore Dollar (SGD)",
"SKK" => "Slovak Koruna (SKK)",
"SIT" => "Slovenian Tolar (SIT)",
"SOS" => "Somali Shilling (SOS)",
"ZAR" => "South African Rand (ZAR)",
"LKR" => "Sri Lanka Rupee (LKR)",
"SHP" => "St Helena Pound (SHP)",
"SDD" => "Sudanese Dinar (SDD)",
"SRG" => "Surinam Guilder (SRG)",
"SZL" => "Swaziland Lilageni (SZL)",
"SEK" => "Swedish Krona (SEK)",
"CHF" => "Swiss Franc (CHF)",
"SYP" => "Syrian Pound (SYP)",
"TWD" => "Taiwan Dollar (TWD)",
"TZS" => "Tanzanian Shilling (TZS)",
"THB" => "Thai Baht (THB)",
"TOP" => "Tonga Pa'anga (TOP)",
"TTD" => "Trinidad&Tobago Dollar (TTD)",
"TND" => "Tunisian Dinar (TND)",
"USD" => "U.S. Dollar (USD)",
"AED" => "UAE Dirham (AED)",
"UGX" => "Ugandan Shilling (UGX)",
"UAH" => "Ukraine Hryvnia (UAH)",
"UYU" => "Uruguayan New Peso (UYU)",
"VUV" => "Vanuatu Vatu (VUV)",
"VEB" => "Venezuelan Bolivar (VEB)",
"VND" => "Vietnam Dong (VND)",
"YER" => "Yemen Riyal (YER)",
"ZMK" => "Zambian Kwacha (ZMK)",
"ZWD" => "Zimbabwe Dollar (ZWD)");
And this address: http://download.finance.yahoo.com/d/quotes.csv?s=[data]=X&f=l1&e=.csv
Now, if you want to convert prices from USD to GBP then you have to get the data from http://download.finance.yahoo.com/d/quotes.csv?s=GBPUSD=X&f=l1&e=.csv & multiply all the values by .cvs output.
