It is normal for chlorine to be consumed as it clears the pool since it is getting used up breaking down what you currently see is making the pool cloudy. Even after it gets fairly clear, you may still have a higher-than-normal chlorine demand, but this should return to normal in a day or two after it's clear.

The key is to MAINTAIN the shock level of chlorine until three things happen: 1) the pool is crystal clear, 2) the overnight FC drop is <= 1 ppm and 3) the CC measures <= 0.5 ppm.