You might find the answer I provided here useful.
Exact time stamp on quantmod currency (FX) data
... be careful that what you think is daily data, actually is daily data.
A couple of suggestions if you want free FX data at higher frequency snapshots than daily:
1) Take the trueFX tickdata, use it to convert to 4 hour bar data. Use xts's to.period
on chunks of the tick data in memory (e.g. one month at a time etc if your RAM permits) and simply store the 4 hour bar data you create in a much smaller csv file, database or whatever. Some caution though: you may need to carefully handle bar creation close to weekends etc (5pm EST Fri to 5pm EST Sun), and start/end of bar timestamps for each OHLC step). You get flexibility in this approach. As to the quality/reliability of the trueFX data which pools across different FX price providers who generate their own tick prices, that's another issue...
2) Do you have an Interactive Brokers account? If so, you can use Jeff Ryan's IBrokers
R package to call up to a rolling year of FX data (free) at frequencies of 5 seconds to daily bar data ... The sooner you start collecting data, the better as it is a rolling one year window ... Note that IB has a blackout period in prices of about 15 mins at 5pm EST, which is the time when systems globally restart in FX (and apply rollover interest on positions for the day).