The format has a TIFF-image structure. It is generated by Canon cameras. The CR2 photo is stored in an uncompressed form and allows you to edit such settings as white balance, exposure, and other settings for photos that were already taken. It is the successor format to CRW, which was used in previous generation Canon SLR cameras.
BMP is format for storing bitmap images. In this format, you can only save bitmaps monolayer. For each pixel in different files may come different number of bits. The latest versions of the BMP has the ability to control color. In particular, you can specify the endpoints perform gamma correction and embed color profiles ICC.