Google Earth satellite images show that herds of cattle normally face along the north-south direction of the Earth's magnetic lines.
Researchers also found that red and roe deer also showed the same tendencies. The directional choices couldn't be explained by wind and time of day, and the research on deer was carried out by direct observation on the ground, including beds left by deer resting and sheltering in snow.
The preference for both species was for magnetic north-south rather than geographic directions - the earth's magnetic poles don't line up properly with the South or North poles.
It has been known for some time that animals like turtles, salmon and birds all migrate using their magnetic sense of direction, and also that small mammals like rodents and at least one species of bat also have this inbuilt 'magnetic compass'
Given that these larger animals have now been found to have this sense of direction, research could not be conducted into how milk production could be affected by the direction of the barns the animals are kept in.
The article didn't mention anything about whether it's true that when cows are sitting down it's going to rain. But I still believe it!