You should use the exchage rate at the time you received the dividends.
The offical exchange rates can be found at :
Exchange rates from HMRC in CSV and XML format
If once your total income is added up, you find that you are liable to tax at the higher rate, the tax free interest allowance will lower to £500.00.
You would add your foreign interest to your UK interest, subtract the allowance and the remainder will be taxed at the appropriate rate.
For dividends the tax free amount is £2000.00, Add all your UK and foreign dividends together, subtrance the relief and the remainder is taxable at the appropriate rate.