KIEV (AFP) - Ukrainian demonstrators celebrated three weeks of protests on Thursday over the government's decision to reject a historic EU deal, as the United States threatened sanctions after a failed police raid on the protest barricades.

The situation calmed in the capital after a showdown in the early hours of Wednesday, when riot police tried to drive the protest camp out of the iconic Independence Square after three weeks of rallies.

The raid failed after demonstrators dug in their heels and resisted the troops, pouring water on them in freezing winter weather and calling for the officers to join the protest effort, and thousands more poured into the streets.

Protesters fortified their positions overnight by filling plastic bags with snow and using them as sandbags, as well as pouring water over the barricades in sub-zero temperatures.

"The night went well," protester Oleg Polivko said after standing guard by the structure.

He said the failed raid "was a good lesson" for the authorities. "They made their conclusions: you cannot fight with your own people."

Over a thousand protesters spent the night on the square, bolstered by their ability to withstand the police in the raid, which injured about 30 people.

The attempt was slammed by Western countries, as Washington announced for the first time it is considering sanctions against Ukraine and warned against future efforts to break up demonstrations.

The iconic square, the scene where the Orange Revolution unfolded in 2004, forcing the scrapping of a fraud-tainted election and ultimately bringing a pro-Western government to power, swelled with hundreds of thousands of protesters at the weekend.

Hours after the attempted police raid, President Viktor Yanukovych vowed force would never be used and urged his opposition to sit down for talks.