Fascinating...because I had always assumed that "this" implied the future. Therefore, on Thursday the 4th, "this Wednesday" would mean the one immediately coming up...as in the 10th, and "next Wednesday" would be the 17th. What to do about the 3rd? That's *yesterday*...and Tuesday the 2nd would be "two days ago."

Furthermore, past and present tense verbs could clarify things. "I *went* on Wednesday" would imply the most recent Wednesday in the past (but you probably wouldn't use it if Wednesday was the day before, since you would just use "yesterday"), while "I went *last* Wednesday" is a little stickier, since it could imply either the Wednesday before the one immediately past or the most recent Wednesday in the past that's more than just a few days out.