Financial derivatives refer to financial products based on traditional financial products such as currency, bonds and stocks and characterized by leveraged credit transactions. Such as forwards, futures, options and swaps.

If you understand correctly, what you mean by "foreign exchange" only refers to a different currency or monetary asset relative to the local currency, and of course it cannot be called a derivative.

Foreign exchange futures, foreign exchange forwards, foreign exchange options and foreign exchange swaps are all financial derivatives. All these products are traded on the basis of the relative value of different currencies.