How to find all intersections of children of currency dimensions and currentmembers of all other dimensions where data exists

Hi all, I have a requirement where I need to find all intersections of children of currency dimensions and currentmembers of all other dimension wherever data exists for them.
Its a ASO cube with and version is 11.1.2.2.
If I try to write the formula in a the below way to test, I get an error that 'Currenttuple can only be used with a named set'. But when I try to create a named set with the 'WITH' keyword, it not able to recognize the 'WITH' keyword. I think I am missing something obvious and this may not be the correct way to achieve this. Please help.
1st try with just Currenttuple - error 'Currenttuple can only be used with a named set'
iif(
  (isgeneration([Time].currentmember,4)),
  CASE
  WHEN NOT ISEMPTY(
Crossjoin([Currency].Children,
{([Time].currentmember,[Org].currentmember,
[S Org].currentmember,[C Code].currentmember,
).Currenttuple
  THEN  Missing
  ELSE Missing
END, Missing)
2nd try to create a named set with 'WITH' keyword - syntax error at WITH
/*with set [NewSet] as                                      
'Crossjoin([TC].Children,
{([Fiscal].currentmember,[Organization].currentmember,
[Sales Org].currentmember,[Company Code].currentmember,
[Measures].currentmember,
[Product].currentmember,
[Channel].currentmember,
[Order Reason].currentmember,
[Country].currentmember,
[Billing Type].currentmember,
[Business Area].currentmember,
[Sales District].currentmember,
[Data Source].currentmember,
[View N/A]
iif(
  (isgeneration([Fiscal].currentmember,4)),
  Filter([NewSet], NOT IsEmpty([NewSet].CurrentTuple))
, Missing)

Hi Tim,
Thanks for you reply and sorry for my delayed response. Actually there is one more requirement in this, which makes it a bit complicated. There are another set of members in the Measure dim called FXDirrate and FXIndrate. The logic is :
1. If data exists for the combination of a Currency.children, FXDirrate and current member of all other dims
then convert the value for Currency.children by diving by FXDirrate
2. If data exists for the combination of a Currency.children, FXIndrate and current member of all other dims
then convert the value for Currency.children by multiplying by FXIndrate
3. Then value of the calculated members will be sum(all FXDirrate converted + all FXIndrate)
Currency does roll up but as the data for its children can either be in Dirrate or Indrate and the sum needs to be taken after the conversion, there I am not able to proceed as I am not able to check the existence of data in individual children of currency as Isempty isn't working on a set . Thanks a lot for your help.

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