I have been waiting for this answer for ten years, and somebody just pointed it out to me today.
If you use this as your render path:
[your render path]/$date/$prj/$pass/$prj_.exr
then C4D will create folders for date, project, and all passes, then name your file the same as your scene, followed by an underscore.
I’m going to go pick up all of the little pieces of my brain off the floor now.