"I'm still going for 25 under," said Feng, not particularly worried that she has just a two-shot lead at Grey Silo Golf Course.
Feng shot a 4-under-par 67 on Saturday to go to 15 under after 54 holes, a couple of shots ahead of Inbee Park and Michelle Wie, who finished at 13 under. Park came out of nowhere with a 65 to get into mix, while Wie struggled through her round but managed a 68.
Feng, who said once again that she ignored the leaderboard throughout the day, admitted she put some undo pressure on herself after going 4 under though the first six holes.
"Maybe that actually made myself to think a little more that I wanted to do better and I missed a lot of birdie putts, plus one bogey," she said.
Feng added though, that coming into the tournament, she didn't stress about winning.
"Last year, I missed the cut, so this year I'm here just to have fun and try and play better than last year. I guess I did. I think tomorrow I will have no pressure. If you're leading in the tournament, I don't think you have pressure."
The pressure did seem to get to Hee Young Park, who was tied with Feng after the second round but bogeyed three of the last four holes to shoot 1-over 72 and drop to 10 under.
That opened the door for Inbee Park, who started off hot with five birdies on the front nine.
"I played really well on the front nine. I holed a lot of putts," said Inbee Park. "I feel like I hit the ball great today. I had a lot of opportunities on the back nine also, but just missed a couple putts. I gave myself a chance for tomorrow."
Just two shots behind, Inbee Park, the world's second-ranked player, feels that Grey Silo lends to putting up a good score and making a run at her 10th career LPGA victory.
"I don't know where Shanshan is going to finish, but I know there are a lot of opportunities on this golf course. There is a possibility we can go really low and I'm just happy to be in contention for the final round."
Wie, who had three bogeys to go along with six birdies on the day, is hoping that going 2 under on the final three holes will give her some momentum into the final 18 holes.
"I think I tried to go too low in the beginning today. I'm just going to go out there and you know there's birdie holes, if I just hit the shots I need to hit, birdies will happen. Nothing good will happen out of me forcing anything," Wie said.
Despite the shaky round, Wie was in a good mood afterwards.
"I broke a nail out there as well too, which I think I was more pissed about that than bogeys," she joked.
There are still several players in the hunt, with Christie Kerr in fourth place after shooting 65 to go 12-under par. Lydia Ko (64) and Anna Nordqvist (69) are at 11 under. Four players round out the top 10 tied at 10 under.
Hamilton's Alena Sharp is leading the Canadian contingent in the third round, playing a bogey-free round of 65 to move to 6 under and sit in a tie for 23rd place.
Sharp credited her low score to changing her putter after the second round.
"I brought the one out I putted with last year and won the Symetra Tour event at the start of this year with," she said.
"I just put it in the closet for a little while and I was tired of my other putter, so I brought it out this morning and made a putt on my first hole and I was off to the races. The confidence was right there right away."
She added that the weather also factored into her score. On Thursday, high winds wreaked havoc on scores, while crosswinds during the second round made players grind out lower scores.
"It's really calm and it makes a big difference. The wind is a little bit different in direction and I think it makes some of the holes a little bit easier. I'm just hitting it really well right now and driving it well, so I don't have a lot of long irons into the greens," Sharp said.
Sue Kim of Langley, B.C., is right behind her today at 5 under after shooting a round of 67, while Jennifer Kirby of Paris, Ont., and Brooke Henderson of Smiths Falls, Ont., sit at 3 under after identical scores of 69. Nicole Vandermade of Brantford, Ont., shot an even-par 71 to sit at 1 over heading into the final day.