Low energy modes have been calculated for the largest possible number of available representatives (>150) of EF-hand domains belonging to different members of the calcium-binding EF-hand protein superfamily. These proteins are the major actors in signal transduction. The latter, in turn, relies on the dynamical properties of the systems, in particular on the relative movements of the four helices characterizing each EF-hand domain upon calcium binding. The peculiar structural and dynamical features of this protein superfamily are systematically investigated by a novel approach, where the lowest energy (essential) modes are described in the space of the six interhelical angles among the four helices constituting the EF-hand domain. The modes, obtained through a general and transferable coarse-graining scheme, identify the easy directions of helical motions. It is found that, for most proteins, the two lowest energy modes are sufficient to capture most of the helices' fluctuation dynamics. Strikingly, the comparison of such modes for all possible pairs of EF-hand domain representatives reveals that only few easy directions are preferred within this large protein superfamily. This enables us to introduce a novel dynamics-based classification of EF-hand domains that complements existing structure-based characterizations from an unexplored biological perspective.