EOF is not a character (in most modern operating systems). It is simply a condition that applies to a file stream when the end of the stream is reached. The confusion arises because a user may signal EOF for console input by typing a special character (e.g Control-D in Unix, Linux, et al), but this character is not seen by the running program, it is caught by the operating system which in turn signals EOF to the process.
Note: in some very old operating systems EOF was a character, e.g. Control-Z in CP/M, but this was a crude hack to avoid the overhead of maintaining actual file lengths in file system directories.
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