Elevated devices that rotate to show the direction of the wind (5)
I believe the answer is:
vanes
(Other definitions for vanes that I've seen before include "Blades of windmill or propellers" , "Blades of a windmill (5)" , "Weathercocks" , "Blades of a windmill or propeller" , "Blades of a propellor or windmill sails" .)