Do you by chance have a Scanguage? If you do, you'll know when it's kicked in when MPGs shoot to 9999 and GPH to 0. And DFCO will be in effect until some 1k or 1200 rpms.
...and also, it will go to open loop.
I was hoping that Google could answer the question, but there's not much. It did return this: http://www.cleanmpg.com/forums/showthread.php?t=11027
which is someone who owns a 1999 SL2 describing DFCO to someone else, however, he does not specify if his DFCO experience is with his SL2 or with another car (if he owns another car, which I don't know).
If no ScanGauge, some kind of electronic equipment would be good. Either the fuel rate meter linked in my sig (~$40 investment), an ELM327 (~$27 shipped from China on eBay), or fumesucker's strategy of hooking the injector wire to the sound card of a laptop (should be approximately free).
Failing all that, you may be able to detect it in how the car feels. It's very subtle on my cars, feeling no rougher than my GMC's torque converter locking/unlocking, which is very smooth. In my VW I can feel it engage and then disengage, in my GMC I can only feel it disengage. When it disengages, which probably happens between 800 and 1250 rpm, you feel the engine braking decrease, but it may be very subtle and smooth.
After reading about DFCO i tried it approaching red lights that did not leave me very much run up distance. I left it in gear and just let it slow down, at about 1200 rpm it sort of restarted all by itself with a little jump forward. Since then i have tried it in different gears and it is the same 1200 rpm. So know i down shift slowly from gear to gear just before 1200 rpm until i have to either brake or go for a green light. Before i tried to neutral coast but would go to fast and have to apply the brake. I an getting better at using all the techniques with out to much effort. I am on my best tank so far with 502 miles and the low fuel light has not come on yet.
I've found that the best DFCO technique while approaching a red light is to slow immediately to the lowest speed you can while still expecting to remain in DFCO until you arrive at the light. It accomplishes two things: you stay in DFCO for a longer amount of time, which means less time idling; and the light may turn green before you get there, so you won't have to brake and re-accelerate.