I've never done that. Just deposit cash. It can't be transferred from a local source. Keep your receipts of currency exchange .. never been asked for these myself.. Some offices may ask. Depends on where you are applying , maybe.. I've never done a transfer, ever , in 23 years.
I bring CASH. Wait for a good exchange rate and have s good exchange agent and get the best return on my dollars.. Can make a BIG difference. I would rather get the cash in my pocket , and leave the transfer costs behind.. just my style..