Advent is a time of quiet, of waiting for the Christ, for the Saviour of the World to come.
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The others are purple, for penitence. In Advent, we wait in darkness for the Light of Christ to come on Christmas. But the rose candle is a promise of hopes fulfilled, of joy that comes when prophecies are fulfilled.
I love the season of Advent, the four Sundays before Christmas. I love this time more than I love Christmas because... The Whole Big Christmas Day Deal is...just Too Much (for an introverted artist).