What I have so far:
Let $(a_n)_{n\in \mathbb{N}}$ be a Cauchy Sequence in E. This means $$\forall \epsilon > 0, \exists N \in \mathbb{N} : \forall j, k \geq N, d(a_j, a_k) < \epsilon$$ In this metric space, this means that $$d(\left( (a_n^{(j)})_{n\in \mathbb{N}}\right)_{j\in \mathbb{N}}, \left( (a_n^{(k)})_{n\in \mathbb{N}}\right)_{k\in \mathbb{N}}) < \epsilon$$ $$j, k \geq N \Rightarrow \sup_{n\in \mathbb{N}} |(x_n^{(j)})_{n\in \mathbb{N}} - (x_n^{(k)})_{n\in \mathbb{N}}| < \epsilon$$ For each $j, k \in \mathbb{N}$, set: $$Q_{j, k} = \{m \in E : |x_m^{(j)} - x_m^{(k)}| > \sup_{n\in \mathbb{N}} |(x_n^{(j)})_{n\in \mathbb{N}} - (x_n^{(k)})_{n\in \mathbb{N}}| \} $$
Now I'm not sure what to do with this set. There's more information on this metric in terms of functions and norms, but my class has only learn about this in terms of convergent sequences.
HINT: The crucial observation is this:
Now for $n\in\Bbb N$ let
$$x^{(n)}=\left\langle x_k^{(n)}:k\in\Bbb N\right\rangle\in E\;,$$
and suppose that $\left\langle x^{(n)}:n\in\Bbb N\right\rangle$ is a Cauchy sequence. Then for each $\epsilon>0$ there is an $m_\epsilon\in\Bbb N$ such that $d\left(x^{(n)},x^{(\ell)}\right)<\epsilon$ whenever $n,\ell\ge m_\epsilon$. Now use the observation at the beginning: for each $k\in\Bbb N$ we have $\left|x_k^{(n)}-x_k^{(\ell)}\right|<\epsilon$ whenever $n,\ell\ge m_\epsilon$, so for each $k\in\Bbb N$ the sequence $\left\langle x_k^{(n)}:n\in\Bbb N\right\rangle$ is a Cauchy sequence in $\Bbb R$ and therefore has a limit $y_n$. Now consider the sequence $\langle y_n:n\in\Bbb N\rangle$.