Actually the official documentation clearly states that the first argument to the onComplete
callback is the affected feature. You can easily inspect its features in the handler.
For an example go to http://dev.openlayers.org/examples/drag-feature.html, open your browser's JS console and execute this snippet:
map.addControl(new OpenLayers.Control.DragFeature(vectors, {
autoActivate: true,
onComplete: function (feature) {
alert('x=' + feature.geometry.x + ', y=' + feature.geometry.x);
}
}));
Then add a point and try dragging it.