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Your 1996 Mercury Grand Marquis may need a new transmission or something as simple as transmission fluid.
On a 1999 Mercury Grand Marquis : The automatic transmission fluid level dipstick is in the engine compartment , near the firewall , towards the passenger side of the engine
At the front of the engine , towards the drivers side of the engine ( power steering fluid reservoir on a 1998 Mercury Grand Marquis )
on the transmission
DOT 3
On a 1989 Mercury Grand Marquis : The automatic transmission fluid level dipstick should be in the engine compartment , near the firewall ( the metal wall that divides the engine compartment from the passenger compartment ) just towards the passenger side of the vehicle ( where the rear of the engine connects to the transmission )
According to the 1996 Mercury Grand Marquis Owner Guide : ( DOT 3 brake fluid , meeting Ford specification ESA-M6C25-A )
I was not aware that the Grand Marquis came in a manual Transmission! If it was an Automatic Transmission I would say take it to a Transmission Shop and have it looked at.
Mercury Grand Marquis was created in 1983.
Rear of engine near firewall.
Remove the transmission and take it off.
Into the power steering reservoir.