Maybe you can log the returned http code, but have you checked the log ? (fetch commands should create an entry in it)
But it depends also on how logging is configured:
http://forum.mikrotik.com/t/add-more-logged-detail-to-fetch/178998/1
And it becomes a “more advanced” scripting topic, see::
http://forum.mikrotik.com/t/fetch-how-receive-response-code/137754/1