In order to set up Currency Rates go to Admin Panel > Stores > Currency Rates. 

1. This section enables you to configure the multi-currencies rates manually.

2. Otherwise, you can manage to set them up in Import Service choosing the service you want the rates to be automatically imported from.

Magento 2 Currency Rates,Import Service

 

After finishing don't forget to save changes pressing Save Currency Rates button and then flush Magento cache.

Magento2 Save Currency Rates