Such feature is implemented by the Shipping Pricing add-on for the Currency Switcher. Such plugin extends existing shipping method and adds an interface for each of the enabled currencies, allowing Site Administrators to enter the shipping prices manually, rather than having them calculated automatically, using exchange rates. The Shipping Pricing add-on also allows to set the free shipping thresholds in each currency.
The Shipping Pricing add-on supports the shipping methods included with WooCommerce, as well as the shipping zones introduced in WooCommerce 2.6. The plugin also supports Table Rate Shipping plugin, by Bolder Elements.