There are a number of sheet border properties you could use to track the sheets one of the most useful is @Printorder - this will show you which sheet number in the hierarchy you have open. But how you use sheet border data is a whole discussion on its own and has been discussed in several other threads. you should look at the following threads and also consult the documentation.
and the linked discussions.
There is no simple direct way in the tool itself other than the highlight in the navigator (which is more of a 'low light' due to it being grey).
We are doing this since ages (Viewdraw) with the help of scout - now called cross referencing ....
We use a separate attribute on the hirarchical symbol (instance) and replace the page name with the instance value - this worked within 2005.3 and EE 7.9.xx
Withing EE7.9.xx we changed to PDF_TITLE now ...
I attached our sript "form" - which was originally based on an AATK tool.
Feel free to modify the form ....
DX_crossreference.efm.zip 8.8 KB