Name your Palette: Description: http://cancunvista.com/tour/whale-shark-adventure/ Here is the opportunity to snorkel with the largest fish in the sea – The Whale Shark! The whale sharks migrate to the waters off Cancun and the islands of Holbox, Contoy and Isla Mujeres.  Just off the Yucatan coast near Cancun is where the waters of the Gulf of Mexico and the Caribbean Sea merge, causing an upwelling current.