Equipment: pencil with a rubber end, drawing pin (a longer push drawing pin works best), card, straw, scissors, ruler, felt-tips, sticky tape, compass.
How to: cut out a circle of strong card (around 15cm diameter); draw a vertical and horizontal line on the circle, splitting it into quarters; at the end of each line, mark N, S, E and W; cut a small triangle of card and tape it to the end of the straw; attach the middle of the straw to the rubber end of the pencil using a push drawing pin; push the pencil through the centre of the card circle to form your weather vane; place the vane outside (in the ground/a pot of soil) so that N matches North on a compass.
The children could: could explore how the straw moves to show them the direction the wind is coming from; track this over the day/week to see if there are changes and whether this corresponds to other changes in the weather.
Taking it further: children could use a protractor to mark NW, SW etc. on their vanes and track the direction of the wind more accurately; they could research weather forecasts and find out if the predicted wind direction is correct.