When saying the Shema, the custom is to cover our eyes with our right hand. The Shema says, "Hear O'Israel, the L-rd our G-d, the L-rd is One". Perhaps the reason we cover our eyes is not to be seeing any object when we are referring to Hashem. 

     When holding the fingers as in this photo there is another benefit. The fingers are shaped into three letters; the three middle fingers form a shin ש. The thumb forms a dalet ד  and the little finger forms a yod י . This spells one of Hashem's holy names.