For example, US soldier coming in changing Euros is shocking (9)
I believe the answer is:
egregious
'is shocking' is the definition.
(I've seen this before)
'for example us soldier coming in changing euros' is the wordplay.
'for example' becomes 'eg' ('e.g.' can be a synonym of 'for example').
'us soldier' becomes 'gi' (I've seen this in other clues).
'coming in' indicates putting letters inside.
'changing' indicates anagramming the letters.
'euros' is an anagram of 'reous'.
'gi' put within 'reous' is 'regious'.
'eg'+'regious'='EGREGIOUS'
(Other definitions for egregious that I've seen before include "Intolerable" , "Shocking" , "Outstandingly bad" , "Flagrant; appalling" , "Outstanding, outrageous" .)