Wash oranges. Rub about 1 teaspoon of the peel from an orange. Squeeze two oranges. Add the grated zest, orange juice and cream to the broth. Let it reduce a little, then season with salt, pepper, sherry and lemon juice. Add the fish and let it simmer for about 5 - 7 minutes.
Peel and dice the remaining orange, add to the fish with the fennel and onions and heat.
Wash and chop the parsley and fennel greens, sprinkle over the top and serve.