Today I got a reply to an email query I send to changeip support.
Posting as a reference to those looking for the same answer.
ChangeIp.com Support wrote:
The system will return the response code as a http header, not on the page
itself. The status listing is below:
2xx - Successful
4xx - Authentication Errors
5xx - Server Errors
9xx - Client update error - should stop updating for time being.
I believe there is also some XML that spits out at the bottom of the update
request that will give results as well... this is sometimes easier for
people to parse XML.