#!/usr/bin/perl
use warnings; 
use strict;
use Data::Dumper;

my $file1 = <<END;
chr17	69112551
chr1	67058869
chr7	151046672
chr7	151047369
chr1	66953654
END

my $file2 = <<END;
chr1	66953622	66953654
chr1	67200451	67200472
chr1	67200475	67200478
chr1	67058869	67058880
chr1	67058881	67058885
chr1	67058887	67058895  
END

open my $infile1, '<', \$file1 or die "unable to open first file $!";
open my $infile2, '<', \$file2 or die "unable to open 2nd file $!";

### create memory structure of file 1:
### so that we only have to read file1 once!
#

my %file1_hash;

while (my $line = <$infile1>)
{
   next if $line =~ /^\s*$/;   #skip blank lines (a common infile goof)
   
   my ($key, $value) = split /\s+/, $line; # use better "names" I have
                                           # no idea of what a chr col means
   $file1_hash{"$key:$value"} = 1;
}
close $infile1;  # file handle closure is optional, but I'd do it.

###  process each line in file2:
###  If a line "matches" with any line in file1, then "E", else "M"
###  I don't know that these numbers mean, come up with better comment.

while (my $line = <$infile2>)
{
   chomp $line;  #so that output with E or M can be on same line
   next if $line =~ /^\s*$/;   #skip blank lines (a common infile goof)
   
   my ($chr, $val1, $val2) = split /\s+/,$line;
   
   if ( exists $file1_hash{"$chr:$val1"} or
        exists $file1_hash{"$chr:$val2"} )
   {
      print "$line\tE\n";  # match exists with file 1
   }
   else
   {
      print "$line\tM\n";  # match does NOT exist with file 1
   }
}


__END__
Prints the following:
chr1	66953622	66953654	E
chr1	67200451	67200472	M
chr1	67200475	67200478	M
chr1	67058869	67058880	E
chr1	67058881	67058885	M
chr1	67058887	67058895  	M