Neuer says he was under instructions to play the ball out to beat Arsenal's high press.
The keeper said afterwards: "We are very happy with the semi-final, a real Bayern night at the Allianz Arena.
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"We have already seen in London that they pressed high, I had to play the ball and my role was to play it.
"The dream is the final, the important thing is to get there and it doesn't matter against who."