Franklin Roosevelt actually said...

all clerks and other employees in the Federal service in the District of Columbia... are hereby excused from duty on those days.

it is hereby ordered that the several executive departments and independent Government establishments in the District of Columbia be closed ...

It is hereby ordered that an agency, to wit, a corporation, under the laws of the State of Delaware, be created.

The use of a single field organization instead of separate ones for each emergency agency will wipe out all needless and costly duplication ...