You need not convert it to CAD.
Usually one is not asked for proof of funds, however ensure that you can prove to the immigration officer that you have the required amount.
Just sharing what I did from my side, might or might not be absolutely correct
- last 6 months bank statement
- as the statements were computer generated got the same stamped from my bank
- got a letter from my bank showing the balance I had. This letter needs to be on bank letter head and stamped. Also, got it close to my date of travel.
- ensured I had internet access to my account. Worst scenario I could have proved that there is money in my account by logging onto it.
- There can be questions on how one would be moving funds to Canada. Ensured I had an international debit card for the above account so that I would be in a position to withdraw money in Canada.