How do I dress in for weather in Montana?

As I previously stated, I am attending a wedding in Montana. I have never been there. I notice that is quite cool in the mornings but warms up to about 70F in the afternoons. I live in the south where it is very humid. They say that Montana is a "dry cold." My question is will it be best to layer or will it warm up so rapidly that I may not need to? How long does it take to cool down? Does it cool after sunset? I know the sun sets later there than here in the summer. So, does it get cold while the sun is setting, or does it really cool after it sets. I will be there for about two weeks, so I am trying to decide how to pack.

How do I dress in for weather in Montana?
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