This paper explains how exchange rate change affects the export commodity structure based on price elasticity, production inputs, and factor prices, and we get some empirical evidence from the perspectives of price elasticity, long short-term and future. The main results show RMB appreciation slightly cuts down China's overall export. It reduces the export of primary products and labor-intensive products, increases the export of capital, technology-intensive products, so the export commodity structure can be optimized in a long run. Different commodity has different price transmission elasticity of the exchange change, and this transmission on China’s export commodity structure is imperfect. The changes of the export structure perform differently by different ways and extents of RMB appreciation. Progressive appreciation of the way is a better choice.