This is a somewhat curious document. It shows the date of her arrival as 5/28/10 i.e. 28 May 1910. There is a box on the form "Section and Subdivision - Act of 1924". This placed restrictions on immigration according to country of origin and numbers already in the US in 1890. Presumably when the Act was implemented, it was necessary to compile retrospective records of who had already entered the US and from where.
These documents also point to another detail that has so far eluded me - her departure from the UK. This tells us that she arrived in Quebec in July 1909 on the Empress of Britain. It is therefore quite likely that Ethel sailed from Liverpool.
This is looking likely. Departed Liverpool 2 July 1909, arrived Quebec 9 July. Just 55 pages to trawl through. http://www.bac-lac.gc.ca/eng/discover/immigration/immigration-records/passenger-lists/passenger-lists-1865-1922/Pages/item.aspx?IdNumber=5143&
And here it is on page 18. Not the clearest image, I'm afraid. As far as I can make out, she is listed as Caroline McCann, aged 21 (would actually only have been 16), with an intended occupation in Canada of "Domestic". Possibly this was to meet a criterion of assisted passage, which might not have applied had she described herself as an actress. Religion given as Roman Catholic, which suggests that this is our girl.
I had been curious how Ethel could have travelled from England to Canada and the USA quoting an age that was at variance with the facts. Wouldn't her passport have given the game away? I am indebted to Tom at http://www.passport-collector.com/ for this information:
Until the Great War no travel documents were required to enter USA. Later on passports were issued based on birth certificates and citizenship/naturalization documents.