CANADIAN CHECK FROM BOVADA

I use Bank of America. If I get a Canadian check from Bovada(Poker) Should I deposit it at an ATM? Am I gonna pay foreign currency exchange fee? IS there any better way to handle it? If anyone has any experience, PLEEEASE let me know.  

Bank of America ATM would not accept the foreign check, but I had no issues depositing it with teller.  They will put a hold on it, so you will not have access to the funds for 7-10 business days.