This is driving me crazy  2009 Q9
B part 1 & 2.
 Long forward demoniated in EUR contracted in CAD. Contract rate 1.63 CAD/EUR and currently it is 1.64 CAD/EUR. EUR 50m notional. Six months to expiry.
So the standard equation is spot/foreignIR  foward/DomesticIR x 50m notional. Question I have is how do you know which way round it is? Like if the Q gave your the EUR/CAD rate how would you know to flip it round? Is it as simple as denomiated currency always on the bottom?

Long 100 JPY Put with a strike of 100 JPY/CAD and contract size of JPY 12.5m. Currrent rates are 102.5 JPY/CAD. Same question with this. The answer is simply 1/100  1/102.5 x 100 x 12.5m. But how do you know to flip it? Again notional currency always on the bottom?

LONG forward demoniated in EUR contracted in CAD. Contract rate 1.63 CAD/EUR and currently it is 1.64 CAD/EUR. Six months to expiry.

Short forward demoniated in EUR contracted in CAD. Contract rate 1.63 CAD/EUR and currently it is 1.64 CAD/EUR, expires today.
I have tried reading through other posts on similar topics but hasn’t seemed to help. Any help much appreciated.
thanks