As I research in your problem i get a solution for you. current rate is a function field and it's digits(12, 6) means 12 significant digits and 6 decimal points. If you want to check that file than go to server/openerp/addons/base/res/res_currency.py. And find current rate and change this filed with this below. And you will get 12 decimal points in your current rate.
'rate_silent': fields.function(_current_rate_silent, string='Current Rate', digits=(12,12),
help='The rate of the currency to the currency of rate 1 (0 if no rate defined).'),
Hope this will help you.