Are prices converted on the checkout pages?
Unfortunately, Shopify apps cannot run on checkout pages and for that reason, the app won't convert prices on the checkout pages.
This is a Shopify intentional policy and no app can change that without breaking the Shopify 'terms and conditions' at https://help.shopify.com/api/publishing-your-app/listing-in-the-app-store/app-requirements-and-success-criteria/app-review-checklist#security
Please note that the situation is the same for all Shopify apps, not only Currency Converter+.
Prices are converted on all public pages, including the home page, collection pages, product pages, corporate pages and the shopping cart page but not during the checkout process.