Caldwell, 30, made his league debut in the 2-2 draw with Newcastle on Saturday after arriving from Burnley in the summer on a one-year deal.
He said: "I knew when I came here I was a bit down the pecking order. I had to prove I could play and that I was reliable and capable.
"Hopefully the manager was pleased with my performance. I am looking to build on this and stay in the team."