  We report that intrinsic transport and magnetic properties, and their
anisotropy from high quality single crystal $CaFe_2As_2$. The resistivity
anisotropy ($\rho_c/\rho_{ab}$) is $\sim 50 $, and less than 150 of
$BaFe_2As_2$, which arises from the strong coupling along c-axis due to an
apparent contraction of about 0.13 nm compared to $BaFe_2As_2$. Temperature
independent anisotropy indicates that the transport in ab plane and along
c-axis direction shares the same scattering mechanism. In sharp contrast to the
case of parent compounds $ROFeAs$ (R=rare earth) and $MFe_2As_2$ (M=Ba and Sr),
spin-density-wave (SDW) ordering (or structural transition) leads to a steep
increase of resistivity in $CaFe_2As_2$. Such different resistivity response to
SDW ordering is helpful to understand the role played by SDW ordering in
Fe-based high-$T_c$ superconductors. The susceptibility behavior is very
similar to that observed in single crystal $BaFe_2As_2$. A linear temperature
dependent susceptibility occurs above SDW transition of about 165 K. Partial
substitution of Na for Ca suppresses the SWD ordering (anomaly in resistivity)
and induces occurrence of superconductivity at $\sim 20$ K.
