Address Change for USCIS

I have moved to Canada and have gotten my Canadian PR.

I have an on-going H1b status in the US, and have received I-140 for my US green card.

Is it necessary to officially update USCIS on my address change?

Also, on the USCIS website, I only see US-to-US address change (with US states as only option from drop-down). Is it possible to give Canadian address?