I'm not aware of any one volume, but the works of Pierre Berton are well-researched and entertaining even if he sometimes doesn't let the truth get in the way of a good story (and he has this weird way of writing history in present tense) Reading "Flames across the Border" and "The Invaision of Canada" are exciting works and his books about the building of the CPR are "The Last Spike" and "The National Dream" are important stories. "The Great Depression" really stuck with me.

I haven't read all his works, but if you read everything I mentioned you'll be very well-informed on Canadian history without cracking a single boring volume.