Apex domains cannot have CNAME records.
Question and response
Question
dig eu.mailgun.org. NS
Answer
eu.mailgun.org. 5 NS ns-1452.awsdns-53.org.
eu.mailgun.org. 5 NS ns-508.awsdns-63.com.
eu.mailgun.org. 5 NS ns-619.awsdns-13.net.
eu.mailgun.org. 5 NS ns-2026.awsdns-61.co.uk.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0