With the Physics behavior you have access to X and Y velocity, you just have to check if it's equal to 0. If it is, it means the sprite doesn't move.
Also you might want to check if it's less than a small value. 'Cause it might take time to completely stop. Just test.
[code]System: Sprite.Physics.VelocityX < 0.01
System: Sprite.Physics.VelocityY < 0.01
-> Sprite: set moving to false[/code]