Dalek Caan was one of the four Daleks making up the Cult of Skaro. Like the other members, he thought like the Daleks' enemies in order to find new ways of defeating them. Caan's most notable achievement was breaching the Time Lock placed upon the Time War, which Davros said "cost him his mind" but allowed him to see into the future. Caan seems to have been killed, along with the other remnants of the New Dalek Empire, when the Crucible was destroyed.
History
Battle of Canary Wharf
Dalek Caan was one of the three Standard Daleks who were created to follow the Cult's leader, the supreme Dalek Sec. During the Last Great Time War between the Daleks and the Time Lords, the Cult took the Genesis Ark and fled the war into the Void, resurfacing later in London in 2007.
Arriving in 2007, Caan, Thay, and Sec scanned the brain waves of Dr. Singh and discovered another species had invaded Earth. Upon discovering it was Cybermen, the Cyber-Leader declared war while the Cult claimed it to be "pest control". Caan took part in the Battle of Canary Wharf while the Genesis Ark (accidentally activated by Mickey) released millions of Daleks onto Earth. Because they had been through the void, they were covered in void stuff. The Tenth Doctor was able to open the rift the Cybermen had come through and reverse it, sucking in all beings covered in void stuff. As the Daleks were sucked into the Void, Dalek Caan and the rest of the Cult activated an emergency temporal shift and escaped. (DW: Army of Ghosts/Doomsday)
The Final Experiment
The Cult ended up in New York City in 1930 and recruited Mr. Diagoras, the head of construction for the Empire State Building. He kidnapped people for their research and for what they called the "Final Experiment". During their time in 1930, Dalek Caan served as the Cult's connection to Diagoras. Eventually, Caan took Diagoras to see their leader Sec who merged with Diagoras in his casing to become the first human-Dalek. (DW: Daleks in Manhattan)
After Sec became a Dalek-human, he showed feelings that their creator, Davros, was wrong about removing emotions and that the deaths at Hooverville were wrong. Caan and the other members felt that the plan Sec had for the new Daleks was unacceptable; it would change everything that makes a Dalek a Dalek and the Daleks would no longer be supreme. Feeling Sec was no longer a Dalek, Caan led a mutiny with Dalek Jast and Dalek Thay to imprison Sec, having poured a different gene solution into the Dalek-humans than Sec had wanted, making the new bodies 100 percent Dalek.
Dalek Caan made himself Controller and became connected with the Dalek-human army. When Thay and Jast ordered the new Daleks to destroy the Doctor, they questioned orders and the Doctor explained that he got in the way of the gamma strike which brought them to life, his DNA becoming mixed with theirs, giving them a little freedom. When a battle broke out between the Daleks and the Dalek-humans, Jast and Thay were destroyed. Caan saw the new Daleks as failures and killed the entire species.
Caan was the last member of the Cult and, by extension, the only survivor of the entire Dalek race, and so he was the last of the entire Dalek species. The Doctor confronted him and offered Caan help and compassion, as he didn't want to cause a genocide. Caan activated an emergency temporal shift and escaped. (DW: Evolution of the Daleks)
"Insanity"
Dalek Caan teleported to the Time War, despite it being time locked. Once there, he found and saved Davros, something which the Doctor himself had failed to do. After the Daleks moved Earth to the Medusa Cascade in 2009, Dalek Caan resided on the Dalek spaceship, giving cryptic information to Davros.
The Supreme Dalek on board the spacecraft claimed that Caan was insane, a notion which Davros dismissed, claiming that nothing would be possible without Caan. This shows Davros had a certain amount of respect for Caan. However, Davros acknowledged that he had become mad due to the strain of time-traveling directly into the Time War, corroborated by Caan's insane laughter and talking in seemingly precognitive riddles in an almost sing-song voice. His battle armor was also badly damaged; the upper dome completely gone and the armor opened up to show the Dalek Caan mutant. The gun and sucker attachment were also permanently extended, if seemingly unusable. (DW: The Stolen Earth)
The Prophecy
Following the movement of Earth to the Medusa Cascade, Caan made a prophecy, speaking of the coming of a "three fold man", of "The Doctor's soul" being revealed, and that the "Children of Time would gather" and "one would die". The "three fold man" referred to the Doctor, the Meta-Crisis Doctor, and the "Doctor-Donna", the latter two having been created when Donna Noble touched the Doctor's spare hand, which had moments before been used as a repository for the Doctor's Regeneration energy, resulting in the Meta-Crisis Doctor's creation, and Donna subsequently receiving the mind of a Time Lord. The "Children of Time" were Rose, Jackie, Mickey, Sarah Jane, Captain Jack, and Martha who had all traveled with the Doctor at some point beforehand. The Doctor's soul was revealed as being a man who refused to use weapons but molded his companions into weapons as Davros claimed when Jack, Sarah Jane, Mickey and Jackie and separately Martha were threatening to end a great deal of lives in order to stop the Daleks and their plans. Their threats were all foiled when the Supreme Dalek had them teleported to the vault. The Meta-Crisis Doctor and Donna arrived to try and stop Davros, who incapacitated them both. However, Donna's Time Lord mind, having lain dormant, was "jumpstarted" by Davros's attack. Using her human ingenuity coupled with her Time Lord knowledge, she deactivated the Reality Bomb and disabled Davros and his Daleks.
Davros demanded to know why Caan had not foreseen their defeat, which Caan replied to with mad giggling. The Doctor deduced that Caan had foreseen these events, and manipulated the timelines, bringing events to their conclusion. Caan did not admit to this, but said he "only helped." When a stunned Davros accused Caan of betraying the Daleks, Caan replied that he had seen the Daleks: He had witnessed the evil of his kind throughout all of time of space and how many innocent lives were massacred at the hands of his race, and had decreed no more.
Dalek Caan pressured the Meta-Crisis Doctor to destroy the Daleks, which he did, as they were too much of a threat to the Multiverse. Through the Meta-Crisis Doctor's machinations, the Crucible itself began to explode. Caan was last seen on the exploding Crucible with Davros, reminding the Doctor before he left that "One will still die." His fate, like that of Davros, remains unrevealed though he likely died in the explosion given that he felt the Daleks needed to be destroyed and showed no signs of trying to escape. Dalek Caan, like Dalek Sec before him, felt remorse for his actions of murder, and possibly mourned for the victims of the Daleks.
Apparently, the companion who "died" was Donna, whose memories of her travels with the Doctor had to be erased to save her from burning out from the Time Lord knowledge that she carried. Should Donna ever remember her travels, the full knowledge would return, and destroy her. The Doctor told her family that the Donna she had become was dead. (DW: Journey's End)
Personality
Dalek Caan had a mind of his own and could think for himself, as that was part of the Cult of Skaro pact-for Daleks to imagine and think as their enemies thought. Unlike most Daleks who always obeyed their superiors orders, Caan was independant and capable of making his own decisions as well as disobeying higher ranking Daleks. He was the first one to question the Dalek Sec-Hybrid and convinced Daleks Jast and Thay to overthrow him. (DW: Evolution of the Daleks)
After flying into the Time War, Dalek Caan lost his sanity and had a habit of giggling madly. However he was able to forsee the future with perfect accuracy due to the fact that he had seen the whole of time and space. Davros noted that even the Supreme Dalek didn't dare to contradict Caan's prophecies. However, though Caan had never lied about the future he did not always reveal the whole truth. Though he had foreseen that the Doctor and his companions would defeat the Dalek's he made no effort to stop them. Caan also made prophecies in an almost sing-song voice.
Despite his madness Caan was cunning enough to fool Davros throughout the whole Medusa Cascade incident and betray him, revealing that he was helping the Doctor. Ironically in helping the Doctor defeat the Daleks, he truly thought like his enemy did: thinking like the Doctor on how to defeat the Daleks and how to help the Doctor do it. Caan was also manipulative and the Doctor noted that he had been manipulating the timelines ever since he rescued Davros from the Time War. Caan was also shown to be quite humble, at least after his change of heart, telling the Doctor that the defeat of the Daleks was inevitable and that he had only helped rather than been directly responsible for it. (DW: The Stolen Earth/Journey's End)
Despite, or perhaps, from a Dalek's point of view, because of his insanity, Caan felt regret for everything the Daleks had done and therefore decided to help the Doctor defeat them. Most Daleks were incapable of feeling any emotions apart from hatred but Caan was an exception and was capable of feeling remorse. Having seen the whole of time and space when he returned to the Time War, he realised that the Daleks and their creator were little more than evil monsters. Disgusted with them, and himself for being one of them, Caan decided to try to put an end to the Daleks and made no effort to save himself when the Crucible was about to explode; instead he sadly warned the Doctor that one of his companions would die. (DW: The Stolen Earth/Journey's End) Ironically he was the first member of the Cult of Skaro to consider turning against Dalek Sec. (DW: Evolution of the Daleks)