Your home continent is still in America as it was where you first based.
Each world has a limit on the number of bases you can build, as you would see on the world selection page under Focus Cities. The first continent you base in becomes your home continent. Any other continents are foreign. The world selection page will tell you how many foreign and how many total bases you are allowed. You may not exceed the number of foreign bases allowed. However, although each base on your home continent counts for one base out of the total, each foreign base counts for two bases out of the total. You therefore may not actually have the full number of "total" bases, as the foreign ones take up more spots.
If you give me the world number, I could see what your problem is. However, I think you would be unable to make any more foreign bases for one of two reasons.
Firstly, your world only allows one foreign base - Copenhagen is that.
Secondly, the world only allows you to have three total bases - Copenhagen takes up two base slots, leaving you one base slot - only allowing you to base in North America. Naturally, however, a world only allowing three total bases could only possibly allow one foreign base, as you can only have equal to or less than half the total number bases as foreign bases.