The U.S. Coast Guard is warning Chicago area residents to be careful what they pick up along the Lake Michigan shoreline.

Three dangerous phosphorus pyrotechnic devices used in an offshore training exercise, well to the north near Milwaukee, are unaccounted for. Several did not activate and could wash up on shore. One already has, but was recovered by the Coast Guard.

The silver cylinder-shaped devices let loose with a flame that creates tremendous heat, as high as 2,900 degrees Fahrenheit. The cloud of red smoke they also create helps mark sites on the surface of the water.

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