Let all cookies expire when you close Firefox.

• Tools > Options > Privacy > Cookies: "Keep until": "I close Firefox"

Make an Allow exception for the ones that you want to keep.

• Tools > Options > Privacy > Cookies: "Exceptions"
• https://support.mozilla.org/kb/Options+window+-+Privacy+panel

You can inspect and modify the permissions for the domain in the current tab in "Tools > Page Info > Permissions"

Make sure that you do not use "Clear Recent History" to clear the "Cookies" and the "Site Preferences" (Site Preferences includes the cookie exceptions)

• https://support.mozilla.org/kb/Clear+Recent+History

Clearing cookies will remove all specified (selected) cookies including cookies that have an allow exception.

See also:

• http://kb.mozillazine.org/Cookies

I want to clear all cookies just leave I want to

You give those did not teach

As posted above, if you remove all cookies when you close Firefox then you can't set an exception to keep certain cookies.
An allow exception only works if you let all cookies expire by default at the end of the current sessions.
The result is the same as with removing cookies if you do not have any allow exception set, but with an allow exception you will keep cookies from allowed domains.