An apparatus for continuously casting thin strip includes a caster having a pair of casting rolls having a nip there between capable of delivering cast strip downwardly from the nip and an first enclosure capable of forming a protective atmosphere into which the strip can be formed in loop to extend over a plurality of rollers into pinch rolls with the strip having a strain of less than 0.4%, which may be provided by a plurality of rollers at entry of the strip into the pinch rolls to carry the strip into the pinch rolls, with at least a first entry roller having a diameter between 200 and 650 millimeters and being below a majority of other rollers.