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Wrist worn wearable computing devices are ideally suited for presenting notifications through haptic stimuli as they are always in direct contact with the user's skin. While prior work has explored the feasibility of haptic notifications, we highlight a lack of empirical studies on thermal and pressure feedback in the context of wearable devices. This paper introduces prototypes for thermal and pressure (squeeze) feedback on the wrist. It then presents a study characterizing recognition performance with thermal and pressure cues against baseline performance with vibrations.