I have a new Canon Mark II printer
Russ
As far as I am aware, like most consumer inkjet printers (and large-format printers such as the iPF 8300) the Canon Mark II expects RGB data not CMYK, as such the standard Canon printer driver will either not be able to print a CMYK image or will convert it to RGB, undoing your custom colour settings (I am not certain but it may be the computer operating system or Photoshop that will do the conversion to RGB, but the effect will be the same). One of the problems you will find is that you won't be able to print out pure C, M, Y & K patches to measure.
In order to print in CMYK on your printer you would need to buy an expensive RIP, if there is one that supports your printer.
Note that the comments refer equally to printers from other manufacturers such as Epson & HP.
Regards
Nigel
PS I can understand your desire to experiment

and remember trying to do this about 15 years ago using a Colortron II spectro with a dye sublimation printer, not realising that the printer only accepted RGB

.