A thermocouple contains two conductors made of dissimilar metal alloys. The difference between the conductors' temperature at two junctions in the thermocouple can be translated into electrical potential, allowing an accurate temperature reading of the hot junction based on a voltage reading. The thermocouple will only work if the two conductors must form a closed continuous circuit. You can use a multimeter to check the circuit's resistance, which if less than one ohm indicates a continuous circuit.
Remove the thermocouple sensor from any appliance so that there is no current in the circuit.
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Set your digital multimeter to read resistance in ohms. If there are multiple ohm settings, choose x1.
Use the multimeter to take a reading of the resistance of the circuit. The thermocouple consists of two wires that are joined together at one end (the "hot" junction). Place one probe on each of the wires and read the multimeter display. If the resistance is minimal (less than one ohm), the circuit is continuous. An infinite resistance indicates that the circuit is open.