Is it legal for a business to require employees to lie?

The store where I work has recently implemented a new system for profiling our customers. Whenever somebody checks out, a screen pops up on our register asking us to enter customer information. They want to know basically the customers age, sex, and whether they're local or a tourist. We have a set of bar codes to scan which allow us to quickly enter each of these options during checkout.

Much of this is guess-work on my part, because under no circumstances am I allowed to ask the customers for any of this information. Which is good, because I wouldn't be comfortable asking for all this personal information anyway. But the company is extremely concerned about the customers discovering what we're doing, as we've been instructed to flat out lie if they notice that we're scanning something other than their purchases. If questioned by a customer, I have been told to give the "standard explanation" that I am entering my employee data. In other words, I'm supposed to tell them that I'm punching in my numbers to make sure I get credit for the sale. The customers are NEVER supposed to be told what we're actually doing. One of the e-mails we got from corporate says that they want feedback on customer reaction, and in parenthesis, they add "hopefully they won't notice."

So, is it legal for my employers to flat out demand that I lie to customers if one of them questions what I'm scanning? They obviously feel like it will look bad to customers. Is there any action I can/should take? I feel like if the company is that worried about this, maybe we shouldn't be doing it.