This is the URL I tested:
https://www.x-rates.com/table/?from=USD&amount=1
Then double-check your steps. I followed Moja's instructions for saving the web query. I used the file name TestQuery.txt
Then, in Finder, I changed the text file's extension from .txt to .iqy
Then, in Excel I went to the Data menu and chose Get External Data > Run web query and chose TestQuery.iqy
Excel immediately went out and fetched the query as expected. Here's a screen shot of the results:
Somehow, along the way you are skipping a step. When you saved the file in Word, did you switch the text encoding radio button from Mac OS (default) to MS-DOS? That's essential.
I have found that sometimes, even after having selected MS-DOS as the format of the .txt file and then renaming it as an .iqy file, it still shows up as an OS-X format and I have to reset it to MS-Dos to get it to work, Don't know why this happens.
Mike