The EOF character of C

EOF is defined in stdio.h and you should not assume it to be of any particular value.

a program used to show how to catch  EOF from stdin:

(from C Primer Plus)

int main(void) {
    int ch;
    while((ch = getchar()) != EOF)
        putchar(ch);
}

It uses an int to contain the value of EOF because the binary representation of EOF can be out of the range of 0x00~0xFF, such as 0x025c. 

If you use a char to catch a EOF, all you can get is 0x5c, printed as character '\\'