2.2.1 fixes two things you could see. On a Turkish site the plugin appeared in English, and the two cache-compatibility warnings kept clearing and coming back. Both are fixed, and there is nothing to do after you update.
2.2.0 is a privacy fix. On a store without a local MaxMind database, geolocation could send every new visitor's IP address to a remote geolocation service. It no longer can. Geolocation is also switched off by default on new installs. If you rely on it, read the last section: on some stores it now needs one setting to keep working.
MHM Currency Switcher is now listed on WordPress.org, and 2.1.0 is the version it arrived with — WordPress offers its updates like any other plugin's from here on. The release also finishes a naming clean-up that changes three things custom code can rely on, so if you have written CSS, JavaScript or PHP against the plugin, read the first section before you update.