You'd most probably be better off putting your currency conversion logic within a SCOPE. Have a look at this article by Mosha Pasumansky on it: http://sqlblog.com/blogs/mosha/archive/2005/12/06/performance-of-multiplication-in-mdx.aspx

Or this one by Chriss Webb: http://cwebbbi.wordpress.com/2011/01/12/tuning-the-currency-conversion-calculations-created-by-the-add-business-intelligence-wizard/