Finally got a response from support, the told me to get a "Certificate of residency", which doesn't exist in my city. Maybe I'll check some other exchanges, but I don't know any that deal directly in $CDN.
Then as a Canadian don't you have tax records? I'm sure that is proof of residence. All of these other exchanges you have to verify with as well, so your not going to get around the fact that you need some kind of evidence. Gox or not.
Never filed a tax return before, and won't be filing my first one until March. I get that they need proof, but how is a bank statement, a drivers licence, a health card and a passport not enough?