What can I substitute a foam roller with?

It is possible to substitute a household item in place of a foam roller; however, it depends on what you are using it for. If it's to roll out the fascia, there is no real substitute. But if it's to lie on, then a rolled-up large towel will work!
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If you don't have a foam roller, you could select a different workout from the "Restorative" session of the Workout library as an alternate option.