Conditional Formatting Based On %

I am wanting to change the colour of a cell e.g F9 based on the percentage of cell G9

(The state column)

I want it red if = 0 %
orange if between but not equal to 0 & 100
green if = 100%


I've tried cf but the green displays as orange ? I'm rather confused

I'm using 2007 in compatibility mode because my schoolCo has 2003