Cover as much exposed skin as possible. Ralphie and Randy's Mom in A Christmas Story wasn't far off. Wear layers of loose fitting clothes, with a layer at the base that wicks perspiration away from the body. Replace gloves with mittens as they are warmer. Hand and foot warmers are a very good idea. Goggles will keep your eyeballs happy and eyelashes unfrozen. Lip balm helps. Metal facial jewelry is a no-no and caffeine and alcohol should be avoided.
Keep the car well stocked in case of emergency during these frigid weather events as well. Stay safe.
For more, see: https://www.cprcertified.com/blog/stuck-outside-in-winter-first-aid-tips-for-cold-weather-survival and http://www.cbc.ca/m/touch/news/story/1.2889564
Good luck. Stay warm.
Also, find your local organization that provides shelter on an emergency basis for the homeless and enter it into your cell phone. Call if you see someone in distress. You may save a life.