Something to think about.
If you do any type of transaction at a bank where you have an account they will most always make some sort of notation in your account which may appear on your statement. If secrecy is your goal, this might not end up that way.
At my former bank, whenever I did a currency exchange (this was long before ATMs on every corner) they did a deposit of the cash and a withdrawal of the foreign currency along with associated fees. It showed on my statement. My current bank requires any cash being presented for any purpose to be deposited first into your account and then they do back office credits and debits to complete the transaction.
Most banks here in the US will not do a foreign currency sale to you without an account. Whether you can find one in your area depends on where you are and what banks they are. Many say Wells will do it -- not in my area. They only want to talk to you if you have an account or are opening one with them. In Europe, no bank will exchange currency any more unless you have an account. When I asked in Italy about it (I was having minor debit card issues which cleared up the next day), they told me it takes 7 - 10 days for them to exchange the currency and get Euros back to credit to your account.
The only way I can think of to do this and be guaranteed only you will know about it, and unfortunately it is probably the most expensive, is to use the airport exchange booth either at your departure airport in the US or arrival in Europe.