That's odd. I would have thought that should work.
I came up with an alternative tho.
You can simply add a integer column to your query and give that column a value that you can then sort the results based on. That is; if the name of the currency is 'EUR', then you give it the value 1. If it is 'USD', then you give it the value 2. If it is anything else, you give it the value 3.
Then you can simply have your ORDER BY clause sort the result by the integer column first, and then by then name column.
For example:
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SELECT
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c.`Name`,
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(CASE c.`Name`
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WHEN 'EUR' THEN 1
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WHEN 'USD' THEN 2
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ELSE 3
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END) AS `DisplayOrder`
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FROM `Currency` AS c
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ORDER BY `DisplayOrder`, `Name` DESC;
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