You can define your own:
<xcad:DockingManager.AnchorableContextMenu>
<ContextMenu>
<MenuItem Header="Float" Command="{Binding Path=FloatCommand}"/>
<MenuItem Header="Dock" Command="{Binding Path=DockCommand}"/>
<!--<MenuItem Header="Dock as Tabbed Document" Command="{Binding Path=DockAsDocumentCommand}" Visibility="Hidden"/>-->
<MenuItem Header="Auto Hide" Command="{Binding Path=AutoHideCommand}"/>
<!-- Feel free to remove this "Hide" entry if you want the exact same behavior as before -->
<MenuItem Header="Hide" Command="{Binding Path=HideCommand}"/>
<MenuItem Header="Close" Command="{Binding Path=CloseCommand}"/>
</ContextMenu>
</xcad:DockingManager.AnchorableContextMenu>
Read here [Version 2.0] CanClose and CanHide not works right on LayoutAnchorable