IT'S SO COLD OUT THERE IT COULD FREEZE THE BALLS OF BRASS MONKEY

The saying 

"it's so cold out there it could freeze the balls(testes of man) off a brass monkey" 

came from 

when the CANNON BALLS were STACKED (arranged ) in a PYRAMID

The formation, called a BRASS MONKEY. 

When it got extremely COLD outside they laugh and said that

 "it's so cold out there it could freeze the balls off a brass monkey"