Cashing Cheques in the US with a Canadian bank account

I regularly write a Canadian cheque and deposit it to my US bank account ... I've never had an issue. They calculate the exchange immediately, write the USD amount on the cheque, put the funds in my US account and it takes about a week to come out of my Canadian account. Since I had been getting paid in Canadian funds but living in the US, it was the only way to get the money into my US account without the unreal fees that were charged to draw from an ATM.