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There are several numerical and directional indicators -- heading, orientation, pitch/roll, latitude, longitude, just to name a few -- that will all vary when holding your phone. Unless you've braced your arm so it's perfectly still any number of those indicators might vary a bit since they're based on the motion sensors in your phone. Try setting your phone down on a table or desk so it is actually still and then see if any of those indicators change.
Still not quite sure just what your actual problem might be. It sounds like your phone's sensors are working as they're supposed to.
Ok, but beware: This phone does not have a compass sensor.
sometimes it detects that I am moving when I am not.
Yes. Satellites are not stationary.