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Forex has no centralized volume, but most platforms show tick volume, which counts the number of price changes per candle. It is an imperfect proxy, though it correlates reasonably with activity. I use it only as a rough filter. When a sweep candle has noticeably higher tick volume than the previous several candles, it suggests that orders were actually being triggered and filled. When a wick pokes through a level on low tick volume, it may just be thin liquidity or a spread blip, and the reversal might not carry weight. I do not use it to predict direction, only to judge participation. I also compare to the same time of day, because volume naturally rises at session opens and falls during quiet hours. A sweep at the London open with strong tick volume deserves more attention than the same pattern at three in the morning. Test this with your own data: tag sweeps as high or low participation and see whether the follow through differs. If it does not, drop the filter and keep things simpler.

Tick volume as a rough check is fair. It varies a lot between brokers and sessions though. A sweep during Tokyo will usually have lower tick volume than one at the London open, even if it is genuine. Comparing tick volume with the same hour on previous days, rather than the previous few candles, gives a more consistent reading.