Answer:
Proper nouns: Copper Canyon, Independence Day
Nouns don't have to be capitalized, where proper nouns do. For example, the word, 'mall' is a noun, because it's a place. However, a specific mall would be a proper noun and would be capitalized.
If this sentence actually said, "We plan to go hiking in a canyon on a holiday," there would be no proper nouns, just nouns.
I hope this helps
