I gargled on the CR2 format and found a couple of links of interest...no current Matlab code showed up, however.
http://lclevy.free.fr/cr2/ is a pretty detailed description of the format it appears and there's the Canon site drivers download page which would undoubtedly give you something to start from for putting together a mex function.
Seems like most folks recommend using a freeware converter of some sort to get the images into a more widely supported format, though.
