Use virtuemart_currency_id parameter. You need to use ID, not currency code.

ID is not shown on currency page but you can see it in the URL when editing currency, for example: /administrator/index.php?option=com_virtuemart&view=currency&task=edit&cid[]=107. In this case ID is 107.

For anyone else reading, the codes for each of the currencies I happen to be using are:

USD=144
NZD=107
AUD=9
EUR=47