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If you wind the conductor through the window one direction, you get a result, if you wind the same conductor through the window in the opposite direction, you get a different result, making a CT directional to the flow of the current.

Take a 100:5 CT. Place a 5A ammeter across the secondary. Run 2 loops of wire through the window, and pass a 50 A current through the wire. What does the ammeter read? 5A, of course.

Now reverse the direction of the 2 loop winding. What does the ammeter read now? Still 5A? Hmmm...

The CT itself isn't "directional". It is just that the majority of applications involve more than one CT, and the MEASURING EQUIPMENT connected to the CT (and PT) secondaries depends on a precise phase relationship in order to read correctly.