Yes.
Go to the postal outlet or post office where you used to pick up parcels.
Ask the clerk for a change of address form.
Pay for three months worth of mail forwarding. It's about $30.
I did this in August 2014, and Canada Post has been forwarding my mail ever since. (To be exact, I went for six months forwarding and added on another three months after that.)
If your T4s and other financial papers come by mail, it will be worth every penny.