It's posible, but may take some hand coding to accomplish.
You would need to make sure the correct price is going into the add to cart button based on locations, and set a session to EUR or CAD then in the code that passes the transaction to the gateway, set the variable for currency to use the session.
If you need help setting this up, we can help in a premiere support appointment:
http://www.webassist.com/premier_request.php