To show that it is continuous, let $p\in X$. Assume $\{x_n\}$ is a sequence in $X$ such that $x_n\to p$ and $x_n\neq p$.
For each $x_n$ and for all Cauchy sequences $\{y_i\}$ in $E$ with $y_i\to x_n$ in $X$, we have $g(y_i)\to g(x_n)$, again from the definition.
Let $\{y_{n,i}\}$ stand for some such sequence corresponding to each $x_n$. Looking at $y_{n,n}$ and letting $n\to\infty$ we have $y_{n,n}\to p$, and by uniform continuity of the first function, we have $g(y_{n,n})\to g(p)$, which means that $g(x_n)\to g(p)$.