I think anti-clockwise too. Look at the top tag - you can just about see the bulge of the tapered lock-ring to the right of the tag. Turn clockwise and it'll tighten more, I think.
Besides which, just a few days ago I removed mine to replace the float, and it was anti-clockwise to remove. OK, it's a TC and a slightly different sender (only a sensor wire, no ground) but even so...