Is there anyway to export (csv, excel) the Currency Exchange Rate History?

Yes, but it's in a dumb place. Navigate like you're creating a new exchange rate record. Click search in the upper right-hand corner of that window and it will take you into a search. Helpfully, it gives you the Internal IDs of the currencies rather than the ISO codes, but that's easy enough to fix with an Xlookup. It used to be in SA Workbooks, but they removed it for some reason.