The integrand should not involve the constant $e$ itself nor, preferably, $\cosh$, $\sinh$, etc. $\pi$ arises in definite integrals such as $$\int_0^a \frac{dx}{\sqrt{a^2-x^2}} = \frac{\pi}{2}$$
The integrand must be an algebraic function with rational coefficients, and the limits of integration must be rational. (Thank you Woodface for the suggestion.)