Apex domains cannot have CNAME records.
Question and response
Question
dig eu.mailgun.net. NS
Answer
eu.mailgun.net. 5 NS ns-1052.awsdns-03.org.
eu.mailgun.net. 5 NS ns-27.awsdns-03.com.
eu.mailgun.net. 5 NS ns-544.awsdns-04.net.
eu.mailgun.net. 5 NS ns-1576.awsdns-05.co.uk.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0