how to print the GREEK CAPITAL LETTER delta under utf-8 encoding

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I lookup the utf-8 form of delta from the link.
http://www.fileformat.info/info/unicode/char/0394/index.htm

and then I want to print it in the python ( I work under windows)

#!/usr/bin/python
#coding=utf-8

print "\xce\x94"

but the result is not the 'delta' but an unknown character.