The Casimir effect is the only quantum effect manifesting as a force between macroscopic objects. In more than two decades of experimental research, many aspects of Casimir forces sourced by vacuum fluctuations have been investigated. However, much less data are available on the contribution of thermal photons. When the interacting bodies have different temperatures, the Casimir force receives an additional contribution which is anti-symmetric with respect to these temperatures, and a contribution corresponding to thermal radiation pressure. The CANNEX setup is the only metrological force measurement device capable of detecting Casimir forces between plane-parallel plates in the thermal regime out of thermal equilibrium with a high signal-to-noise ratio. For the first time, it is possible to quantitatively detect the anti-symmetric contribution as well as thermal radiation pressure. In this talk, I will give a status report regarding measurements of thermal Casimir forces and CANNEX, as well as an outlook on results expected within the next few years.