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Voltmeter is a device which is used to measure the voltage in a circuit.

Similarly, Ammeter and Galvanometer are devices which are used to measure the current in a circuit.

But the Magnetic needle is an object which has its own natural magnetism. We do not have to connect it any circuit to start its magnetic properties. The presence of that magnetism will disturb the magnetic field present and there will be a force on the magnetic needle which will cause its movement. And that is how magnetic needle detects the presence of magnetic field.