We love to see those elbows up high in the front squat. This position can initially be very uncomfortable. It demands flexibility in the wrists and shoulders. It is important because it keeps the bar "racked" and high upon the front of the shoulders. As you proceed into a front squat the torso will hinge slightly forward. The weight you are holding comes along with this forward inclination. Having the elbows high will keep the bar supported. It reinforces a strong receiving position when performing cleans and also prevents the elbows from slamming into the thighs which can lead to wrist injury. Try to keep all fingers under the barbell. They may become released from time to time starting with the pinky finger (note the picture). You will establish a more controlled feel by avoiding this. In fact, try to maintain contact with your thumb and first finger. This is more of a controlled grip.
Tuesday Strength/Skill Work: Bench Press 4 X 8, single arm dumbbell OH lunges