The customer currency can be changed only after deleting all the transactions associated with the customer. You can get into the "Customer Details" page to see if there's any transactions left. If so, then it could be deleted so that the customer's currency can be changed.
To check the transactions, you can get into the "Customers" tab and can select/click the customer for whom you wish to change the currency. This will land to the 'Customer Details' page where you need to scroll-down to the bottom of the page. There you have all the possible transactions listed under corresponding tabs. You can get into each tabs and can see if there's transactions. If so, you can get into the respective module to delete all the entries.
Zoho Invoice FAQ