Is it a Unicode Font?
To determine if your font is Unicode-compliant, with all its characters coded and mapped correctly, choose the Font in any program (or in Font Book, set the preview area to Custom (Preview > Custom), and type Option-Shift-2.
If you get a euro character (a sort of uppercase C with two horizontal lines through its midsection), it's 99.9 percent certain the font is Unicode-compliant. If you get a graphic character that's gray rounded-rectangle frame with a euro character inside it, the font is definitely not Unicode-compliant. (The fact that the image has a euro sign in it is only coincidental: it's the image used for any missing currency sign.)
This assumes that you're using U.S. input keyboard, which is a little ironic when the euro symbol is the test. With the British keyboard, for instance, Option-2 produces the euro symbol if it's part of the font.