Over a small bowl to catch the juice, remove the skin and membranes from the orange, reserve juice. Dice the orange and set aside. In a medium mixing bowl, combine the apple, avocado, and lemon juice, tossing to coat, add diced orange, lettuce and fennel and set aside. Add the remaining ingredients to reserved orange juice, stirring well to combine. Pour the dressing over the salad and toss well to coat. Transfer to serving bowl and serve immediately.