After seeing a lot of movable hands and figurines on here, I decided to have a go at it myself. The problem was that most of them needed assembly after printing and I wanted something that would be able to print already assembled. It was a difficult print to begin with lots of support but I uploaded a file with the support included and this should make it really easy to print now and the support is designed to be easy to remove only using your hands.

The model is free, but if you print it out, let me know how it went.
Or better post a picture of your version on Thingiverse :o)

No need to add your own support anymore, I uploaded a file that has this already included.

At a scale of 100% and with a shell of 0.5 mm and the same for the top and bottom at a 0.15 mm layer height, it will print in less than 3 hours. I'm using 50 mm/s for the outside and 75 mm/s for the infill with a density of 30% to have a nice strong toy. I also made the
parts hollow to create double walls for extra strength.

If you got a bigger nozzle than 0.5 mm you might need to upscale the model, the support walls are 0.6 mm. For the people who want to create their own support I'll leave the original file up here.