With the ubiquity of sensing technologies in our personal spaces, the protection of our privacy and the confidentiality of sensitive data becomes a major concern. In this letter, we focus on wearable embedded systems that communicate data periodically over the wireless medium. In this context, we demonstrate that private information about the physical activity levels of the wearer can leak to an eavesdropper through the physical layer. Indeed, we show that the physical activity levels strongly correlate with changes in the wireless channel that can be captured by measuring the signal strength of the eavesdropped frames. We practically validate this correlation in several scenarios in a real residential environment, using data collected by our prototype wearable accelerometer-based sensor. Finally, we propose a privacy enhancement algorithm that mitigates the leakage of this private information.