Fragile watermarking is designed to protect content integrity of digital data, meaning to detect any change in the content as well as localize areas that have been changed. In this paper, we propose a fragile watermarking scheme, which embeds dual watermarks (one is naturally fragile and the other is actually robust) in JPEG-2000 compressed images with ROI (region of interest) selection. In this scheme, the fragile watermark is embedded in ROI coefficients at the first decomposition layer, while the robust watermark embedded in ROB (region of backgrounds) coefficients at the third decomposition layer. The combinational working of them is not only capable of detecting malicious changes precisely and flexibly but also estimating the degree of alteration to discriminate intended attacks from unintended ones (e.g., such normal image processing as compression, low-pass filtering, sharpening, etc). Experiments show that our functionally fragile watermarking scheme is scalable in view of detecting attack's intension as well as accuracy in localizing the tampered areas.