Date parameter in report whose source is SSAS cube shows all dates in DimDate?

My cube consists of a FactTable that has a foreign key to [DimDate], through column [DateKey]. My DateKey has dates from
20010101 to 20201231. My fact table only has data from today (20141017). 
In SSRS, I add the dimension Dim Date, Date Key as parameter. When I run the report, everything runs great, the only problem being that the date dropdown shows all the
DateKeys from [DimDate] (20010101 to 20201231).
How can I only show in the dropdown parameter only the DateKeys that have actual data? In this case, the parameter would only only display 20141017.
Thanks.
VM

Thanks, but I don't think you read the whole question. 
I'm using as datasource an SSAS cube. The query that populates the parameter looks like this:
WITH MEMBER [Measures].[ParameterCaption] AS [Dim Date].[Date Key].CURRENTMEMBER.MEMBER_CAPTION MEMBER
[Measures].[ParameterValue] AS [Dim Date].[Date Key].CURRENTMEMBER.UNIQUENAME MEMBER
[Measures].[ParameterLevel] AS [Dim Date].[Date Key].CURRENTMEMBER.LEVEL.ORDINAL
SELECT {[Measures].[ParameterCaption], [Measures].[ParameterValue], [Measures].[ParameterLevel]} ON COLUMNS ,
[Dim Date].[Date Key].ALLMEMBERS ON ROWS FROM [Sales cube]
VM

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