The idea for something like this is to create a column within your date table that acts like a switch for on and off.
Within your date table create a column with logic that works out what FY you are currently in and then turn that to TRUE and everything else to FALSE.
Something like this should do it.
Current FY =
VAR CurrentFY = CALCULATE( SELECTEDVALUE( Dates[FY] ),
FILTER( ALL( Dates ), Dates[Date] = TODAY() ) )
IF( Dates[FY] = CurrentFY, TRUE, FALSE )
Then you can use this in the page or report level filter like so.
This should do it.