Yeah it is very much possible if the probes are brought nearer to live wires. The Mains supply itself has potential to induce some meagre amount of Voltage in the multi meter probes
It is very natural that open probes (connected to DMMs)have induced voltage which the meter reads. Once either you remove the probe from the meter's sockets or short circuit the probes, it would read "zero".
Extremely high input impedance and any ambient electric
field, or even self-generated (kick-back) noise will do that.
If the range of fluctuation varies with probe separation
and orientation of the leads, it's the ambient field.