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Where is the oxygen sensor on a 2003 Mazda Protege?

There are two oxygen sensors in a 2003 Mazda Protege.

Upstream Oxygen Sensor

One is located on the exhaust manifold of the engine, which is the upstream oxygen sensor. It looks like a small, cylindrical device screwed into the exhaust manifold and has one wire to measure oxygen levels in the exhaust gas before the catalytic converter.

Downstream Oxygen Sensor

The other oxygen sensor is located on the exhaust pipe (after the catalytic converter) and is the downstream oxygen sensor. This sensor works to evaluate how efficiently the catalytic converter is working and has two wires to compare the oxygen levels before and after the catalytic converter.