"Information is physical", and here we consider the physical directional information of a particle with spin. We ask whether, in the presence of a classical frame of reference, such a particle contains any intrinsic directional information, ie. information above that which can be transmitted by a classical bit. We show that when sending a large number of spins, the answer is asymptotically "no". For finite numbers of spins, N, we do not know the answer. We also show that any frame of reference which we can consider to be classical must use some resource which is exponentially large in N. This gives a quantitative meaning to the idea that classical objects are big.