if you have a convenient kill switch (mine is a small microswitch on the gear shifter) you can tell when you are NOT in dfco, as the sound will change when you hit the button and you may notice a faster deceleration.
if you have a mpguino, your instant gph should go to zero and your instant mpg should go to 999999 when in dfco
FYI, I don't think an OBD II open loop indicator necessarily means dfco, could mean any change from closed loop. In fact now that I think about it, the metro would show open loop any time I decelerated in gear, but later monitoring of the injector revealed more specific conditions.
iirc, my metro would not go into dfco unless I was going above 40mph and would drop out of dfco (start burning fuel again) at about 25mph, in top gear.
This might be a good wiki candidate too to "publish" different dfco conditions for different cars
http://ecomodder.com/wiki/index.php/Main_Page