As per CRA, foreign dividends are reported in Canadian dollars on line 12100 of your tax return. Use the Bank of Canada exchange rate in effect on the day you received the income. If you received the income at different times during the year, use the average annual rate. The average monthly rate and the daily rate are available by visiting the Bank of Canada website. Moreover, in order to add your data for "Dividends" to Line 12100 of your tax return, it needs to be reported under Income>Investments>Interest on Bank Accounts Not Reported on a T-Slip, in the field "Income from foreign sources" and converted to the Canadian currency.
I strongly recommend you to study this turbotax discussion regarding foreign dividends.
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