Yes, it is possible to simply open the current default file manager (in a sense of a macro) on Xfce from a shortcut.
First of, you need to install another file manager:
sudo apt-get install nautilus
Then open the (system) Settings and click on Preferred Applications. Under the tab Tools, choose 'Nautilus' for the file manager.
For the shortcut in a bar on your desktop, use
xdg-open . (mind the dot at the end) as the command. You don't have to write
(Just fyi, I googled quite a bit for this, hence I made this quick Q&A.)
I use Synapse on Xubuntu since it is, as of this writing on 2014-04-27, again available on the core PPA of the developer. Looking back, I found using Nautilus quite annoying since it intervened with Synapse's handling of MIME types. Ultimately, I went back to Thunar.