External web data query fails to insert table data

An external data web query points to a web site that offers a foreign exchange rate calculator.
In my browser, I selected the specific currency pair I need and used the resulting url in the web query.
The "New Web Query" pane resolves the url correctly and allows me to select the table data I want (the little yellow arrow turns to a green check mark).
However, when I hit "Import" and select the target cell, the only data returned is the parameters from the url and an error msg (This web query returned no data...).
How do I get the query to pass the parameters to the website correctly?

I remember reading somewhere that it was possible to use some kind of text file - presumably in conjunction with the web query - to pass parameters. Any clues how that might work?