The current control is a single push-button switch with 2 indicator lights. It is also possible you only have one thermostat. Of course W1 would be low, W2 would be medium, and W3 would be high. If you decide to install your own thermostat you do so at your own risk. This thermostat wiring diagram is a split system. If the thermostat calls on W3 then you would have all three energized and that may cause problems with the furnace controller.
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If the hot wires comes from the cooling system then you should use that common.
How to Wire a Thermostat | HVAC Control
Instead it has the terminals vertically, you push the wire in and then tighten a screw. If you have a phone number for the manufacturer of the furnace I would call them and ask them about it. These systems can be very complex and may require special sub-bases so the thermostat control circuit will work properly. Some are successful at changing the thermostat and some are not. Factor this into your decision and if there is any doubt call a professional. This way if your color codes don't match the normal code as the chart below indicates, you can still get a good idea of which wire should go where on your new thermostat. If you're changing a heat pump system thermostat to a programmable thermostat, be sure that the new thermostat is compatible with your style of system.