Penny-wenny

if S and F are specified as DC/FC
S0 * [(1+rDC) / (1+rFC) ] ^ T = F
Now a little into the future you have a Price St (Spot).
Value of the Future Contract :
ST/(1+RFC)^T-t - F/(1+RDC)^T-t
is just a simple justaposition of the above - and an easy way to remember.
Logic behind: When you buy a currency forward - you sold your domestic currency and bought the foreign currency. So you receive the foreign interest rate rfc and gave them your domestic interest rate.
so to PV those cash flow streams you divide St by (1+rFC) and F by (1+rDC).