Experiments with cold atoms trapped in optical lattices offer the potential to realize a variety of novel phases but suffer from severe spatial inhomogeneity that can obscure signatures of new phases of matter and phase boundaries. We use a high temperature series expansion to show that compressibility in the core of a trapped Fermi-Hubbard system is related to measurements of changes in double occupancy. This core compressibility filters out edge effects, offering a direct probe of compressibility independent of inhomogeneity. A comparison with experiments is made.