"I want to exchange the currency" is accepted too.
If your answer wasn't accepted, it happened for some other reason. I cannot tell you for what reason because you didn't provide your answer here. Please always provide your full answer in the comment if you have a question about why it wasn't accepted.
A currency is the money that is used in a particular country at a particular time. It is not an amount of money that can be changed.
On reflection, it's possible to say this about a web page or a contract.
"The order page is in USD. I want to change the currency." Is this a possible meaning of "Я хочу обміняти валюту."