Have you just over exposed your hands to the cold and don’t have hand warmers, then there are two locations that can help. First stick your hands under your armpits and second is by your groin. Additionally, to retain more warmth make yourself as small as possible and try find shelter from the elements like hide behind a wall for wind protection.
These are two areas that the body tries to keep alive for biological reasons. Thus this trick works great in a pinch.
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