In later versions of BW, in tab "fields" of a datasource, if there is an entry in the "Conv.Routines" column and in the "cur/unit" column, the "cur/unit" column entry is ignored.
SAP's response is that this is working as designed. I have some sympathy with this, since effectively you're putting two conversions in,and while it would be possible to have the generated code put two conversion exits in, it's a bit ambiguous about the order. However, I've contended that there is still a design flaw. I've suggested to SAP that what's needed is a validation on those two fields together with a message of "it's one or the other, not both,pal". Since service.sap.com is about suggesting improvements (not just reporting problems),I hope they'll take this on board and in future releases, you'll not be able to run into this issue - which took me several hours to diagnose as there was no note about it, and also took up SAP support's time!