For most of the Midwest tomorrow is going to be a snow-day. I saw a tweet the other day about tossing boiling water up into the frigid air. I tried it with my son. Should be something you try with your child on a snow day.
Here is a video of my son doing it.
If you are still looking for ideas you could also try blowing bubbles out in the cold and watching them freeze as explained in this story: http://distractify.com/culture/arts/frozen-bubbles-in-wintertime/ .
Have fun! Learn on the snow-day! Stay safe and warm!!