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/en/api/app-store/listing-in-the-app-store/app-requirements#a-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.
As an alternative, if you are using Shopify Payments, you can enable Shopify multi-currency in your store. It only has a few currencies but your customers will pay in the currency they select. Please see https://help.shopify.com/en/manual/payments/shopify-payments/multi-currency/setup or contact Shopify Support for details.