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It is important to see this scene as a repetition of what has already happened in the play between the witches and Macbeth. Macbeth's destiny is in question again - he receives another three prophecies and has to decide how to respond to them. And crucially, once more, he fails to identify the powers of fate and how inevitable they are, no matter how you act.
Macbeth approaches the witches with great boldness. When he demands that they speak he matches their spell with a curse of his own if they do not reply. His most shocking act is to demand that he hear the prophecies not from the witches themselves, but from their "masters", whom the witches represent as mediums.
In response the witches conjure up a series of apparitions. Crucially here we can see that they are the result of the witches' spells, but also we see that Macbeth is very blase and nonchalant in his responses to these apparitions, bordering on arrogance, even punning in response to the second apparition ("Had I three ears, I'd hear thee"). Having rejected the second two predictions, Macbeth asks for one last favour, which results in a vision of Fleance and his children, which forces Macbeth to realise that he might die without an heir. This vision takes away all of his confidence and arrogance. The witches confirm that this is fate and this will come to pass, yet interestingly, when Macbeth exits the cave he composes himself and plans further villainy against the family of Macduff.
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