I'm not interested at converting it, but extracting the thumbnail JPEG.
exiftool -b -previewImage -w .jpg foo.cr2
exiv2 -ep foo.cr2
If either tool is complaining about an invalid CR2 file, it's possible you have a newer camera and need a newer version of the tool. Canon does occasionally make tweaks to raw file formats that software needs to catch up on...
dcraw -e will extract the thumbnail.