You're not missing anything, it's the Bank of Canada which is not providing an average annual exchange rate for the forint. I checked on their website and that currency is not there.
I double-checked to see if they had converted to euros and it doesn't appear that they have. This might be something you'll have to call CRA help desk about. From past experience on other matters, the EFILE help desk will beg off on answering this one on the grounds that it is not their department.