No, these jewels are not in the Apollo's Gallery, but in another wing of the Louvre - actually, quite the opposite wing.
If you click on the following link (plan of the Louvre Museum, PDF document): http://www.louvre.fr/sites/default/files/medias/medias_fichiers/fichiers/pdf/louvre-plan-information-english.pdf and scroll down to the plan of the first floor of the Museum (page 9), the Apollo's Gallery is in the south wing, on the bottom of the plan (room 66, coloured in purple). The display window with Empress Eugénie's jewels are in the north wing, near Napoleon III's apartments (room 74, also in purple).
I should add that the French regalia ("Charlemagne"'s crown [actually made for Napoleon I, but with antique cameos], Charles V's scepter, the "hand of Justice", the sword "Joyeuse", the spurs) are displayed in the rooms 1-2-3-4 (in the cross wing of the north wing).
Unfortunately, I did not have enough time to visit the Apollo's Gallery before the Museum's closing time, so I could not see what is currently displayed there.