Why do Catholics make the sign of the cross at the Eucharist? I know that no where in the Catholic Rite of Communion does it state that the communicant must make the sign of the cross after reception of the Eucharist in either species. So why is it that so many children are taught to do so in preparation of their First Eucharist?
Why do Catholics make the sign of the cross at the Eucharist?

It is an act of Catholic piety!

Before going on into the main body of my answer, I would like to point out that in the Extraordinary Form of the Mass, Communion was given in to communicants in the following way:

As the priest places a Host directly from the chalice into the mouth of each communicant, he prays for life everlasting.

Holding the Sacred Host in his right hand, the priest makes the sign of the cross with it and says:

Corpus Domini nostri Jesu Christi custodiat animam tuam in vitam aeternam. Amen.

An example of this can be seen in the YouTube video explains how a priest performs these sacred actions in very clear detail (1:42:00 and following): The Latin Mass Explained and Demonstrated for Priests.

In the Mass of Paul VI, the sign of the cross is not made by the priest at communion, unlike that of the Extraordinary Form of the Mass. And although it is not prescribed by the Church for the faithful to make the sign of the cross at communion, many do so. The laity are simply carrying on this pious tradition themselves. In the Old Rite the priest made the sign of the cross. In the New Rite, the faithful make the sign of the cross. It is a natural and organic liturgical development that should be encouraged.

Should we make the sign of the cross when we receive communion?  


  The rubrics don’t call for the faithful to cross themselves after receiving Communion. If a person wants to do it, as a personal act of piety, there is nothing that stops him, however.
  
  The Church asks that we receive Communion reverently, either by slightly bowing before receiving (if we receive standing up) or by kneeling (which is always an option). Communicants should respond with “Amen” when the minister says, “The Body of Christ” or “The Blood of Christ.”
  
  One word of caution regarding crossing oneself: It isn’t advisable to do it too quickly after receiving Communion. If a person raises his hand too quickly to cross himself, he risks striking the ciborium or chalice, which could cause an accident with the Eucharist. Before making the sign of the cross it is better for the communicant to wait a second for some distance to open up between himself and the minister. - "Ask a Priest: Should we make the sign of the cross when we receive communion?"


Some of the faithful are either taught or encourage to perform this pious act(Gestures and Postures), but it is not found in the General Instruction Of The Roman Missal (Vatican Source).

Many catholic make the sign of the cross at various occasions of their daily living and communion is one of those important moment the faithful feel called to make this pious act of devotion.


  The sign of the cross permeates a Catholic’s prayer life, from the public prayer of the Mass to private prayer around the dining room table. The priest opens Mass by leading the congregation in the Sign of the Cross. At the end of the Mass, he blesses the people “in the name of the Father, and of the Son, and of the Holy Spirit,” and they cross themselves as he blesses them. At home, when Catholics pray before meals, they usually open and close the prayer by making the sign of the cross. In Catholic schools, the prayers the school prays in common usually begin and end with the sign of the cross.
  
  The sign of the cross often introduces and closes other prayers, but it is a prayer in itself and can also be prayed on its own. Sometimes Catholics make the sign of the cross, with or without words, at other times as well. Many Catholics will cross themselves when they pass by a Catholic church or chapel where the Eucharist is present. Some may make the sign as they drive past a cemetery as a quick prayer for the dead who are buried there. Sometimes Catholics may make a quick Sign of the Cross when receiving bad news, or when sirens pass, as a way of praying for those involved.
  
  Praying the sign of the cross is so common that we often rush through it without thinking much about it. But the sign of the cross is an ancient tradition with deep theological meaning. 
  
  The sign of the cross, in words and in action, reminds us of the two central realities of our faith: who God is (the Trinity) and what God has done for us (the Cross). These are the core of why Catholics do the sign of the cross. - Why do Catholics make the Sign of the Cross?


We should constantly recall to ourselves when and if we make the sign of the cross at communion time that without the passion and death of Our Lord Jesus Christ on the Cross, we would have no Mass or Holy Communion.

At Mass we participate in Calvary


  Vatican City, Nov 22, 2017 / 03:40 am (CNA/EWTN News).- On Wednesday Pope Francis said that when we attend Mass, it is as if we are approaching Jesus on the Cross at Calvary, and that at every Eucharist we not only experience Christ’s redemption, but we participate in it.
  
  “When we go to Mass, it is as if we go to Calvary, the same,” Pope Francis said Nov. 22. “This is the Mass: to enter into this Passion, death, Resurrection and Ascension of Jesus.”