First I'll explain the feel of the exercise:
Think about the moment you move from a large circle to a small circle by simply guiding the horse's shoulder to the new track. Now following that track around to rejoin the larger circle, think about using the inside leg to guide the barrel back the larger track, also creating an even bend from nose to tail.
Antoine the Pluvinel (1555 - 1620) wrote in his book that the circle is the most difficult exercise for a horse. If we see young horses running, we can see them perform collected gaits and high school jumps. We also see quarter or half voltes, but we never see young horses perform an entire circle.
The reason a circle is so difficult, is the natural asymmetry of the horse. A left bended horse has the tendency to lean in to the circle on the right and to lean out on the cirdle to the left.
The goal of the circle is to teach the horse the keys of straightness training. On the circle a horse has to 'turn' on a circle finding his balance on the inside hind leg and he should not lean in or out on one of the shoulders.
This exercise works to create the feeling of a guiding outside rein and an inside leg that can invite the body to bend and move laterally. Use the 2 different sized circles like the above diagram to create the feeling and then ... well, let's create the feeling first!!

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