If you are not using the multi-currency feature, you will need to post the entry outside of the Transfer feature. I would suggest using the cheque feature and your entry would be something like this (example assumes you are transferring $7500 USD to your CAD account:

Payee use your "bank name"

Cheque number would be "Transfer"

1st category line entry would be the CAD bank account and the CAD value ie 10,275 

2nd category line entry would be the "foreign exchange gain/loss account" and a credit of -2775

Net result would be the $7500 USD.

You foreign exchange account should reflect the in and out - ie, when you deposited the USD into your bank account you would have recorded the gain, when you transfer the funds out you record the loss, the net in that account reflects the change in value of the USD.