The R9 Fury X graphics card has some red LEDs for indicating GPU load and they've worked under Windows as well as the older Catalyst Linux driver while now Alex Deucher has extended that support to AMDGPU at user request. Here's a YouTube demonstration if you aren't familiar with the R9 Fury X behavior:
There's been this bug report since last September about the Fury X LEDs not working on AMDGPU while this week Alex Deucher took the time to whip up the code to support this functionality.
The small patch is now available for testing. This isn't currently staged as Linux 4.11 material so it might not be merged until Linux 4.12.
With Linux 4.10, the Nouveau open-source NVIDIA driver received similar LED support but with their implementation it's up to the user to adjust the lighting behavior.