Clockwise mate, but when replacing the new pads, (if that's what you're doing) you need to wind the caliper back in manually until you only get about a 1mm gap between the piston and caliper, (yes it's a pain because you have to keep taking the pads out... But it's for the best) because just winding them all the way back and pumping the brakes up can damage the caliper's internal mechanism.