Direction of saddle clamps on seatpost
It seems that from their photos, you have the correct setup.

Structurally, it also makes sense as the longer rear of the clamp supports the part of the saddle that you'll sit on, though it would also make sense to rotate the top clamp to assign its beefier 'claw' to the front, which also undergoes a larger vertical cantilever force.

If you want to be sure, you can contact Canyon themselves. As for my opinion, I'd just rotate the top clamp for the aformentioned reasons and it'll likely be good to go.