This paper presents an intuitive interaction technique for data exchange between multiple co-located devices. In the proposed system, CrossOverlayDesktop, desktop graphics of the devices are graphically overlaid with each other (i.e., alpha-blended). Users can exchange file data by the usual drag-and-drop manipulation through an overlaid area. The overlaid area is determined by the physical six degrees of freedom (6-DOF) correlation of the devices and thus changes according to users' direct movements of the devices. Because familiar operations such as drag-and-drop can be applied to file exchange between multiple devices, seamless, consistent, and thus intuitive multi-user collaboration is realized. Furthermore, dynamic overlay of desktop graphics allows users to intuitively establish communication, identify connected devices, and perform access control. For access control of the data, users can protect their own data by simply dragging them out of the overlaid area, because only the overlaid area becomes a public space. Several proof-of-concept experiments and evaluations were conducted. Results show the effectiveness of the proposed interaction technique.