The rand slid against the dollar on Wednesday morning on fears that Gordhan will be arrested..
The show, titled Africa Rising, took place at Moses Mabhida Stadium on a humid Friday evening.
It coincided with the celebrity DJ's recording of his latest DVD.
The event - which was attended by more than 10000 people - was kick-started by supporting acts DJs Culoe de Song, Ralf Gum and Rocco, who all played deep house songs.
When the moment finally came for Black Coffee's appearance he took the stage dressed in a black suit and sang veteran jazz bassist Victor Ntoni's Usizi.
It was not long before Black Coffee got on to the decks. What amazed his supporters was the way he fused both house music and the sound provided by the 24-piece orchestra conducted by Brendan Jury.
The highlight of the show was when jazz legend Victor Ntoni took to the stage to perform his celebrated song, Usizi, which had people singing along joyously.
Among other surprises was rocker Zakes Bantwini, who had the crowd singing along when he performed the songJuju.
Brothers of Piece and Black Coffee performed a song called Sikukhuzile. Others who performed were Tumelo, Thiwe, percussionist Mabe Thobejane, Zano and Bucie.