If you're just looking to save values in the EditText fields, you should look into saving values for the activity into your SharedPreferences.
Alternately, you can always call the 'onBackPressed' method from your Up button. The Up button is handled just like any other action bar icon, so there is a call made to onOptionsItemSelected(MenuItem item). You just need to check for the case android.R.id.home in the item's id and call the onBackPressed there