This is a quick and easy data export option in Admin > Config > Data exports.
Here you are presented with a drop down of export files, where you'll want to find the file "Capita One Data Exchange (Version 4) with EOY leavers".
Once this is selected, the page will load with a generate option available "Generate Capita One Data Exchange (Version 4)" - click this and you have the option, if desired, to fill in destination information. Select the desired option and press "choose."
This will take you to the final page which asks you to confirm the students, with a "check all" button available at the top. Once the students are selected, navigate to the bottom and select the "Generate Data Exchange File" button - this will then save the file you need to your computer.