Surprisingly, this is the term generally used even in the UK and Ireland - of course, the only English-speaking parts of the EU - rather than EC or EU Certificate.

This was my hunch, and I checked it out on Google.

See this quote, from http://www.moody-group.com/english/
Further, it is to be noted that:

"“CE” marking is not a quality mark, but a European Safety Mark, taking the initials from “Conformite Europeene”.
The application of such marking requires that the manufacturer shall have assessed the simultaneous application of other European Directives as applicable to the product or assembly.
Already Purchasers outside the European Economic Area are specifying that products shall bear “CE” marking to better define the level of safety they require."


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Note added at 1 hr 12 mins (2004-08-02 20:59:31 GMT)
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12,000 googles vs. much fewer for EU certificate or EC certificate! ( But I\'m not giving this answer just for that reason - I do think it\'s the standard translation :-) )