Can't get Unicode data imported correctly

[MrBaseball34]

I have a CSV file encoded Unicode UTF-8.
Here is my table schema:

CREATE TABLE `country_states` (
    `country_name` VARCHAR(50) NULL DEFAULT NULL COLLATE 'utf8_unicode_ci',
    `country_iso_char_2_code` VARCHAR(50) NULL DEFAULT NULL COLLATE 'utf8_unicode_ci',
    `state_code` VARCHAR(50) NULL DEFAULT NULL COLLATE 'utf8_unicode_ci',
    `state_name` VARCHAR(50) NULL DEFAULT NULL COLLATE 'utf8_unicode_ci'
)
CHARSET=UTF8
COLLATE='utf8_unicode_ci'
ENGINE=MyISAM
ROW_FORMAT=DEFAULT

This imports all the data but it is not showing Unicode in the data.

LOAD DATA LOCAL INFILE '/downloads/cdh_download.csv' 
INTO TABLE country_states 
FIELDS TERMINATED BY ',' 
OPTIONALLY 
ENCLOSED BY '"' LINES 
TERMINATED BY '\r\n' 
IGNORE 1 LINES;

What am I doing wrong?

[MrBaseball34]

Forgot to SET NAMES before creating the table. DUH!!!