The octane rating of fuel in the US and Canada is actually pretty close to what is available in Europe. We just for some reason use a different octane rating system than you guys do. You use RON where as we use AKI. You can read about it in this wiki:
Octane rating - Wikipedia, the free encyclopedia
Basically though, regular 87 octane gas in the US is the equivalent of 91-92 RON. Premium 93 octane gas in the US is the equivalent of 97 RON. So Europe has slightly higher octane fuel available.
I highly doubt this has any sizable effect on fuel economy. The gains are mostly from your engine.