Thank you.CBP is not going to see you and identify you as a person who went for interview. He will ask why did you go and where did you go to Canada. So dont tell something which they dont ask/expect. Tell why and where you went.
Even if asked, tell the truth that you did not attend any interview.
Can the CBP ask do you have a pending interview? I can obviously say with truth/confidence what I did not attend any interview (and not mention anything about cancelled appointment) but if he asks do you have a pending interview, I don't know what is the right answer? My appointment was cancelled, so no longer have a pending interview, just the DS 160..