Using self-flux method, we have successfully grown the parent phase of the single crystals of CaFeAsF1−x. The X-ray diffraction indicates good crystallinity. In-plane resistivity shows a bad metallic behavior with a sharp drop of resistivity at about TSDW =119 K. This anomaly is associated with the possible spin density wave (SDW) order. Interestingly near TSDW, the resistivity exhibits a cusp-like feature, which may be understood as the strong coupling effect between the electrons and the antiferromagnetic (AF) spin fluctuations. A reduction of fluorine or application of a high pressure will suppress the SDW feature and induce superconductivity. Hall effect measurements reveal a positive Hall coefficient below TSDW indicating a dominant role of the hole-like charge carriers in the parent phase. Strong magnetoresistance has been observed below TSDW suggesting multiple conduction channels of the charge carriers.