They are in 3rd place, and only 2 go forward. They are playing the 4th place team, Iceland. With my reckoning Denmark in 2nd place would have to loose to Belgium, and England would have to win by at least 5 goals, for the goal difference. If Denmark scored, but still lost, England would have to win by an even bigger margin.
So bye, bye England. You just couldn’t finish in your last match.