California Employment Law
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I am very sorry to hear this. You may have a very good claim for wrongful termination here, but it can be very expensive fighting a lawsuit against a large corporation.
I would recommend talking to a local employment law attorney. He will recommend first filing for unemployment benefits. Macy's will say they fired you for cause and then you appeal that decision. This will allow for a sort of mini hearing where they would have to provide the proof they have failed to provide you. then you can assess how strong your lawsuit chances are.
If you have any additional questions just let me know otherwise a positive rating would be greatly appreciated.