I don't have any trouble reverse-engineering the formulas for non premium-adjusted deltas. However, for many currency pairs, the convention is to use premium-adjusted deltas, which are not monotonic in strike. For example, for a premium-adjusted forward delta (Source: Clark - FX Option Pricing - Chap3 p47): $$\Delta_{F;\%} = \omega\frac{K}{F_{0,T}}N(\omega d_{2})$$