The midfielder did not want to spend too long on holiday after the Copa America.
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Caicedo was not in the initial 28-man group that Enzo Maresca was taking to the USA.
However, The Standard says that he has been added to the list in a surprise move.
Chelsea play a lot of games in the USA, taking on Wrexham, Celtic, Club America, Manchester City, and Real Madrid.
Summer arrivals Kiernan Drewsbury-Hall, Tosin Adarabioyo, Renato Veiga and Marc Guiu are all on the trip.