Cron Job variable not accessible

First of all, it’s best not to include wp-blog-header.php. Instead, set the cron job to your homepage URL with a ?mycustomcron=true variable appended (eg: http://example.com/?mycustomcron=true. Then we will check for the existance of this variable when the page loads:

function wpse_103127_check_cron() {
    if ( isset( $_GET['mycustomcron'] ) ) {

        // things to do on cron here

        exit; // no need to load the page on cron
    }
}

add_action( 'template_redirect', 'wpse_103127_check_cron' );

As for saving the data for later access in WordPress, you can save the data to the wp_options table:

$exchange_rates = getExchangeRates();
update_option( 'exchange_rates', $exchange_rates );

And then access it later:

$exchange_rates = get_option( 'exchange_rates' );

See the Options API Codex article for more information about saving data to the database.