I keep all in a spreadsheet. It is not too difficult except for foreign exchange gains and losses.
Capital Gains are calculated based on the Cost Base expressed in AUD (at the purchase transaction date exchange rate) taken from the Sale Proceeds expressed in AUD (at the sale transaction date exchange rate). I include commissions, SEC fees (for US) in with the Cost Base or deduct from Sale Proceeds where applicable. Apart from this currency conversion, treat them exactly the same as and include along with Australian Capital Gains (1 year discount etc).
Interest is converted to AUD at the exchange rate of the day the interest was applied to your account and gets added in with your other Australian interest.
Dividends and Withholding Tax are also calculated in AUD using the exchange rate of the day the dividend was paid and these go into Foreign Income and Foreign Tax Credits in your tax return.
If you pay margin interest, again convert to AUD using the exchange rate that applied when the interest was posted to your account. These go under Other Deductions.
You should also include Realised Foreign Exchange Gains under Other Income and Realised Foreign Exchange Losses under Other Deductions. It is too complex to describe here how these are calculated, so that is something your accountant can help you with.
One thing to note is that Foreign Exchange Gains and Losses that relate to the time you held a foreign asset are included as part of the capital gain or loss for that asset and not accounted for separately. So if you bought 100 ABC for 1USD each when the AUD/USD rate was 0.5 (Cost Base was 200 AUD) and sold also for 1 USD each when the rate was 0.8 (Proceeds 125 AUD), ignoring all transaction costs, you have made a Capital Loss of 75 AUD, even though all the loss was due to currency movement. Foreign Exchange Gains and Losses relate to the cash you have sitting in your foreign currency account throughout the year.
I get my exchange rates from Interactive Brokers daily activity reports, but I think you can also get them from the ATO.
