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Currently there is no email notification type for order cancellation. There are just "Final automatic cancellation notice" and "Order Rejected" types. These notification types do not send an automatic email notification when the order was cancelled manually. The new notification type we would like to be added will get triggered when the order is cancelled manually.
STATUS DETAILS
Completed
Ideas Administrator

As of the 10.0.16 release, an order cancelled notification type is available in the commerce email notification profile. This feature reaches GA on 2/5/2021.