Flying from Niagara Falls to NYC & from NYC to Brussels with a Canadian Visa

I'm finishing up my 3-month internship in Montreal, Canada. Before I go home, I wanted to see Toronto and New York City; here's my plan:

• Leave from Montreal to Toronto (by train)
• Spend 3 Days in Toronto
• Go from Toronto to Niagara Falls (by train)
• From Niagara Falls go to New York City (By Plane)
• Spend 3-4 Days in NYC
• Fly from NYC to Brussels

I'm a Belgian citizen with a Working Holiday Visa for Canada. Is this possible with the current visa I have, or do I need to apply to a special program? And if this is not possible, what are my other options?

Thanks in advance for your answers.