  Single crystals of CeFeAsO, large enough to study the anisotropy of the
magnetic properties, were grown by an optimized Sn-flux technique. The high
quality of our single crystals is apparent from the highest residual
resistivity ratio, RRR = 12, reported among undoped RFeAsO compounds (R=rare
earth) as well as sharp anomalies in resistivity, specific heat, C(T), and
thermal expansion at the different phase transitions. The magnetic
susceptibility chi(T) presents a large easy-plane anisotropy consistent with
the lowest crystal electric field doublet having a dominant Gamma_6 character.
Curie-Weiss like susceptibilities for magnetic field parallel and perpendicular
to the crystallographic c-axis do not reveal an influence of a staggered field
on the Ce site induced by magnetic ordering of the Fe. Furthermore, the
standard signatures for antiferromagnetic order of Ce at T_N = 3.7 K observed
in chi(T) and C(T) are incompatible with a Zeeman splitting Delta = 10 K of the
CEF ground state doublet at low temperature due to the Fe-magnetic order as
previously proposed. Our results can be reconciled with the earlier observation
by assuming a comparatively stronger effect of the Ce-Ce exchange leading to a
reduction of this Zeeman splitting below 15 K.
