Alternative LookupValue function to create virtual relationship.

Anonymous,

This solution uses a Currency table that functions as a bridge table between the ExchangeRate and Transaction tables. The Currency table can be created in DAX or Power Query. The column ExchangeRate[FxRatePeriod] uses the first day of the month.

Measures:

ConvertedAmount = 
SUMX (
    'Transaction',
    VAR vRate =
        MAXX ( RELATEDTABLE ( ExchangeRate ), ExchangeRate[Rate] )
    RETURN
        'Transaction'[OrigAmount] * vRate
)

PrevMonthRateConvertedAmount = 
SUMX (
    'Transaction',
    VAR vCurrency = 'Transaction'[Currency]
    VAR vPeriod =
        EDATE ( SELECTEDVALUE ( ExchangeRate[FxRatePeriod] ), -1 )
    VAR vTable =
        FILTER (
            ALL ( ExchangeRate ),
            ExchangeRate[Currency] = vCurrency
                && ExchangeRate[FxRatePeriod] = vPeriod
        )
    VAR vRate =
        MAXX ( vTable, ExchangeRate[Rate] )
    RETURN
        'Transaction'[OrigAmount] * vRate
)

Visual: