Exchange Rate Copenhagen. Use the currency converter below to calculate the current exchange rate for the city of Copenhagen. The currency used in Copenhagen is the Danish Krone. Copenhagen is the capital of Denmark.If you are traveling to Copenhagen, you will need to exchange your currency for the Danish Krone. You may exchange your money for the Danish Krone at most Copenhagen banks or at specialized stores called Foreign Exchange Bureaus.xchange Rate Copenhagen. Use the currency converter below to calculate the current exchange rate for the city of Copenhagen. The currency used in Copenhagen is the Danish Krone. Copenhagen is the capital of Denmark.