Out of the possible numbers (in the sample space), if you cannot represent both events (odd and even) by a single outcome, then the events are mutually exclusive. In this case, we cannot have a number which is both odd and even, so E and F are mutually exclusive.
Events A and B are complementary if they are
1. mutually exclusive, AND
2. A∪B make up the sample space.
In the case of E and F, the sample space is
Therefore E and F are complementary.