You can create a calculated field that is driven by the parameter and only use it in the sheet you want to be updated by that parameter. If there are other sheets that you want to keep static for dollars and/or pesos, just use the original measures.
Two suggestions without looking at your actual data.
1. Create a parameter for each currency. This way it will not affect other sheet.
2. If possible pivot the required column and use it in filter.
Let me know if this helps.