In the quantum Hall regime of graphene, antiferromagnetic and spin-polarized ferromagnetic states at the zeroth Landau level compete, leading to a canted antiferromagnetic state depending on the direction and magnitude of an applied magnetic field. Here, we investigate this transition at 2.7 K in graphene Hall bars that are proximity coupled to the ferrimagnetic insulator Y3Fe5O12. From nonlocal transport measurements, we demonstrate an induced magnetic exchange field in graphene, which lowers the magnetic field required to modulate the magnetic state in graphene. These results show that a magnetic proximity effect in graphene is an important ingredient for the development of two-dimensional materials in which it is desirable for ordered states of matter to be tunable with relatively small applied magnetic fields (> 6 T).