When using the sell in multiple currencies feature, Shopify automatically converts the product price from the shop currency to the customer's currency. Since the conversion always starts with the shop currency, you'll need to import products using the shop currency.
If your intention is to have Shopify store the price in CAD but have customers purchase in USD, have you considered switching the shop's currency to CAD? If the shop's currency is CAD, the USD rate presented to customers will reflect the conversion rate for that day, so you can ensure you're always receiving the CAD equivalent. Otherwise you'll need to convert the prices to USD before import.