This is basically a two ball trick that can be fitted in to three ball juggling. All you have to do is take two balls & swap them over. But it's not as easy as that, the balls have to be thrown horizontally & simultaneously so that they pass by each other & if you want to put it into a three ball pattern you have to do it blind.
Holding one ball, stand with your hands at waist height, hip width apart, pointing forwards & with your palms facing each other. Hold your empty hand open. Throw the ball hard using your wrist only directly into your other hand, it should travel horizontally without rising or falling. Don't move your arm either, keep it in the same position throughout the throw.
For the catch the force of the ball hitting your open palm will cause the fingers to snap shut around the ball & it is just a case of holding on. Use your wrist to absorb the shock of the throw.
Pass the ball from right to left & from left to right. Keep your hands apart, don't move them together. Do this without looking, you don't need to see what you are doing. You can feel where your hands are & you know what happens to a ball when you throw it. So close your eyes & throw the ball into where you can feel your empty hand, you will know when to make the catch because you will feel the ball hit your hand.
Now pick up a second ball & throw two horizontal throws at the same time, one from each hand. One hand will need to be slightly in front or above the other to avoid a collision. As you make the throws flick your fingers apart & hold them outspread so that your hands are immediately in the catching position. Again practise this with your eyes closed.
Once you have the swap solid try fitting it into Columns. As you throw the centre ball up throw a swap underneath it as soon as you catch the outside two. Or juggle a High Cascade & throw a swap under every throw. In both cases you will be throwing a swap under a high throw. You will be looking up at the ball & won't be able to see your hands which is why you need to be able to throw swaps blind. Swaps are also used in the Swap Box