Currently there is no command to copy the names of the corresponding curve names directly, but you can use a formula to get the names of the curves where the cursor is on.
To see how this works please do the following: Copy the range between the cursors into the clipboard while checking the ‘use variables’ check box. Paste the result into the active folder and you will get a formula that basically looks like this:
Signal['2D-Diagramm.2D'.Cursor(fpCursorMinX, 1).PositionIndex, '2D-Diagramm.2D'.Cursor(fpCursorMaxX, 1).PositionIndex]
This formula extracts the range of Signal which lies between the cursors. The cursor positions are determined by accessing the corresponding properties of the Cursor object of the diagram.
To get the names of the curves you can proceed in a similar way:
This formula returns the name of the Y dataset where the minimum cursor is on.
Please take a look at the online help for the Cursor and Markers objects and its properties. An overview of the possibilities can be obtained by executing the Object Wizard in the formula editor.