I think the best way to find out is to go to the nearest Saturn dealer and ask the auto department where it is located. They won't charge you for location of part.
Engine coolant temperature switch/sensor
Likely a faulty coolant temperature sensor. Change the sensor.
Engine Coolant Temperature Sensor.
on the right side of the engine
The intake air temperature sensor for a 2003 Saturn Vue is on the engine block. It is mounted near the top on the driver's side.
Start by replacing the Engine Coolant Temperature Sensor
The crank sensor is behind the starter. Remover the starter at the back of the engine and you will see the sensor
Replace your Engine Coolant Temperature Sensor. Visit Saturnfans.com for help in diagnosis
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The engine coolant temperature sensor is usually on the front of the engine. The coolant temperature sensor will be in the vicinity of the thermostat housing.
The computer with input from the engine coolant temperature sensor.
The orange engine light means that your Saturn LS300 has a sensor that is signaling for a service. This could be an oxygen sensor, an oil sensor, or even a tire sensor.