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I can replicate the behavior: error on my Ubuntu machine, no issue on my Windows machine.
Looks like a problem with libcurl, which is not related to quantmod, so I am closing. You can work-around the issue by setting the download.file.method option to something other than "libcurl".
Seems as getFX isnt working since today on Linux (Ubuntu) and Mac OS (10.11.3), it does work on Windows 10.
quantmod_0.4-5
getFX("EUR/USD")
Error in download.file(oanda.URL, destfile = tmp, quiet = !verbose) :
cannot open URL 'http://www.oanda.com/currency/historical-rates/download?quote_currency=EUR&end_date=2016-03-24&start_date=2014-11-11&period=daily&display=absolute&rate=0&data_range=y2&price=mid&view=table&base_currency_0=USD&base_currency_1=&base_currency_2=&base_currency_3=&base_currency_4=&download=csv'
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