If you have three wires coming out, I think you have two resistor elements in the strain gage, one is on the piece of steel that strains, and the other is in another place where it is an offset for temperature correction.
They make up half of a wheatstone bridge.
Your assumption is sadly not correct.
The strain gauge is a voltage divider. It works alot like a potentiometer only the strain gauge only changes it's resistance value by a couple of ohms at full load. There is no resistor in there for temperature correction. However by using two Half-bridge gauges, one as a pressure sensor and the other as a reference for the amplifier you'd get your temperature correction.