To use the exchange rate to work out the other prices automatically you need to first ensure you have disabled and enabled the main parts.

Go to Settings > System > Currencies > Currencies Set-up.

Disable: Use Package Pricing for New Services Only

Enable: Automatically Update Exchange Rates

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Now you can sort your packages out, you need your base price set in each package. You must not add any more currencies to the packages, the system will then convert the currency to the client's selected preference when they place an order.