I don't believe you have to declare it. They just want to know you have less than $10,000..
You can open a US bank acct in Canada.. but I don't think you can wire it right in to your US acct, without it getting converted. Maybe ask the bank? I would probably get Travellers Cks from your US bank for the balance, and bring them to Canada and deposit in to your US account, and transfer when the exchange is more favourable. And travellers cks are usually free from your bank, if not should only be a small fee.