I received an acknowledgement letter.
I did an AR-11 and sent a letter to CSC notifing the change of address in January of 2003. No acknowledgement at this time. However, recently my fingerprinting notice was sent to my old address and the FP notice returned back to CSC. Then they finally looked at the file and sent it to the correct address stating they received notification of address change. The form has a footer, "COA COVERLTR Revised 4/30/04." It acknowledges the change of address and inform you to send an AR-11 if you have not done so. My experience indicates that some of your changes of address may not also be recognized if they were done around early 2003. Interestingly, my touch date(LUD) changed on 6/15/04 when they issued the Change of Address Cover Letter, but did not say they acknowledged the change of address on the screen. I guess it is an informal form not mandated. Incidently, I missed the FP appointment by a day due to the address change, but the Application Support Center allowed FP after I complained about the notice being initially sent to the old address. So no actual harm.
My suggestion to USCIS, they should start to say "Change of Address Acknowledged" in the case status inquiry. Then the applicants would know, that their address change notices were acknowledged and calm their worries.