Despite Fuery being the only one lacking a "definite moment" with Roy (like Havoc shouting to throw him away or Breda showing that he would in fact kill for him), he's perhaps the one with the most open admiration for the man. It's obvious that Fuery has deep respect for Roy and looks up to him like to nothing else -- you could even call it hero worshipping.
Fuery is the communications expert in Roy's team. We've seen him fixing phones, installing secure lines and even take care of incoming/outcoming communications while on a mission. Despite being the younger one between them all, he's fully reliable on the field. He loves dogs and was in fact the one that brought Black Hayate in the first place.
Roy's behavior towards Fuery is quite similar to that of a proud father towards his son (the son Edward doesn't want to be, perhaps). You can't really blame him -- Fuery is endlessly endearing, plus he openly admires his superior, unlike other people. In return, Roy never fails to point out his good qualities and trusts him completely. It's always lovely to see their interaction.