To retrieve historical data of currency exchange rates, you can't use Yahoo Finance. Their API only offers historical data of stocks. For example for APPLE between April the 1st 2003 and July, 30:
http://ichart.finance.yahoo.com/table.csv?s=AAPL&a=3&b=1&c=2003&d=6&e=30&f=2003&g=d&ignore=.csv
So, in your case you need to dig somewhere else. The only other main API available is OpenExchangeRate:
http://openexchangerates.org/documentation#historical-data
Notice:
Important: From end August 2012, you will need an App ID to query the Open Exchange Rates API - it's free for personal use, and cheap for apps and commercial uses.
Other option:
You could use this: Free Forex Historical Data and then use Yahoo Finance (Currency Rates) each day (at your convenience) to construct an up-to-date table with all your currencies rates needed.
EDIT
The FED offers you historical data of many currencies rates. See Data Download Program to retrieve (csv, xls, xml) historical data. You can adapt it to your needs.