This morning, when I went to walk a little after seven, I wore a light jacket over a long-sleeved shirt, and found myself putting my hands in my jacket pockets. I remembered to have encountered the expression "finger-cold" in Thoreau's journals, and this evening located the entry for October 14, 1856, which begins
A sudden change in the weather after remarkably warm and pleasant weather. Rained in the night, and finger-cold to-day. Your hands instinctively find their way to your pockets.
The Oxford English Dictionary includes "finger-cold" under "finger", and cites Thoreau, but from what the Gutenberg Projects lists as Excursions and Poems.
It is getting to be finger-cold of mornings, something it certainly was not two weeks ago.