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The banks are open weekdays from around 09.00 to around 16.00 (many banks are open until 17:30 or 18:00 on Thursdays). You can change money in one of the many banks all over Denmark. All the banks have regular ATM´s and if you have VISA or another credit card, this will probably be the easiest way to get money, remember to bring your PIN code for the card as most shops and all atms rely on this and not a signature. Most restaurants, shops and attractions also accept VISA, MasterCard and American Express. In Copenhagen, there are a lot of little "money changers", not banks, who can exchange money. They are expensive, instead try the main station where there are two exchangers: 'FOREX' and 'X-change," inexpensive, and have good exchange rates. They are open every day except holidays.
The Danish currency is called "Kroner" and 100 øre are 1 krone. You find bills of 1000, 500, 200, 100, and 50 kroner. The coins range from 20 kroner, 10 kroner (both golden) , 5 kroner, 2 kroner, 1 krone (these 3 are silver and have a hole in the middle) , 50 øre (1/2 krone) (copper coin).
Most shops also accept Euro, although it is not the national currency. Be ware if using foreign cash in shops that this will be expensive due to very bad exchange rates in the shops or hotels.