The CE thing.... I'm not actually sure since it's an EEA thing but if you do look on the stuff you buy there is the CE mark on there a lot of the time. I assume it's just a standard legal boiler plate thing.
As for the EU directive, I've played with goggles that that comply with that directive so they're totally good but granted I'm in the UK ATM. I would really look for Z87.1-2003 if I was playing in North America (for the purposes of airsoft I'm pretty sure they offer the same protection anyways). BTW there's a new Z87.1-2010 standard out now, they should have some already on the market but I assume eyepro complying with the 2010 standard are still being tested in the labs for certification since it's only 10 months old.
Note there's also the mil specification for eyepro MIL-DTL-43511D (it also meets Z87.1-2003 since it's a "superset" of the ANSI standard covering all the Z87.1 stuff and then some). It's the one that's supposed to stop a 17 grain .22 at 550-560FPS.
Finally, there's the good old ASTM standard that paintball places usually have to comply to. This is capable of stopping at minimum an 11 Joule strike. BUT note that it's not designed to stop silica BB's. NEVER USE SILICA IN GAMES Look at some pics of the damage people in the UK/EU see as a result of Silica BB use. In fact some sites have a pair of goggles they've shot with silica BB's and the lenses are damaged just to warn players about silica use. Not sure if it's to the point where it's structurally unsafe though, but it looks like it's a significant amount of damage.
For more info look here:
http://arniesairsoft.co.uk/news2/3978