HttpContext.Current.User in Application_BeginRequest(object sender, EventArgs e) of Global.asax always returns null?

I want to get the current login username in  Application_BeginRequest(object sender, EventArgs e) of Global.asax. I used the code below:
  protected void Application_BeginRequest(object sender, EventArgs e)
        {
            if (HttpContext.Current.User != null)
            {
                if (Request.RawUrl.ToLower() != "/changepassword.aspx")
                {
                    User u = Helpers.User().SelectByUsername(HttpContext.Current.User.Name, false);
            &nb ...