Detecting departure dates can be a bit tricky. We notice arrivals, say the first Yellow-throated Warbler of spring, since none have been here, and we long for them. But we tend to take the winter residents for granted as they gradually filter away to the north, not realizing exactly when the last one departed.
That being said, I can tell you that on Thursday night 6 Fox Sparrows fed under my feeders until dark. I heard at least one singing in the yard yesterday (Saturday) morning. This morning, none are evident. Certainly Fox Sparrows are still to be found around Cape May. But it would seem my locals departed, probably after the weather cleared yesterday evening.