What is this object on my exterior wall?
My first guess would be, since it is over a door, that it is an outdoor lighting fixture. It would have a cable like Romex or somthing about the size of an extension cord. 

Second guess would be an external feed to the utility company.  Those look like little pucks and are usually about 2 inches in diameter.  It will have a small cable (the size of an Ethernet or phone cable) and they use them to read an internal meter without having to enter the house.  I couldn't easily find a photo.