There are very similar in meaning in English as well.
'I should' indicates the obligation to do something from one's own point of view ,it is more of a personal choice to do something.
It has another meaning too ,when it forms the subjunctive mode.
"If I should come late, go without me."
'I am supposed to' refers more to the collective conscience obliging the person to do something, as if you are saying :
' I am expected to do so ....'
Inspite of the fine differences they could in one sense be used interchangeably.