This could be because a couple of things. First of all, it could be because you have the wrong path for php. The path on my server is:
/usr/bin/php
You can find your path by typing:
whereis php
Second of all, it could be because you haven't installed the packages neccesary on your server. You need the package php cli
sudo apt-get install php5-cli
Lastly, your cron controller may contain errors, I recommend checking your log file, if you see any errors. For me, the crontab job that is working is:
0 10 * * * /usr/bin/php /var/www/<MY_PROJECT_NAME>/index.php Cron
So yes you can indeed use capitalized words when calling your controller.