Rinse swordfish and pat dry with paper towels. Grate enough orange peel to measure 1 teaspoon; set aside. Peel orange and cut into sections; set aside.
Combine orange juice, lemon juice, oil and soy sauce in small bowl. Pour half of orange juice mixture into shallow glass dish. Add 1/2 teaspoon grated orange peel to orange juice mixture. Place fish in dish; turn to coat in mixture. Cover and allow to marinate in refrigerator a least 1 hour.
Place remaining half of orange juice mixture in small saucepan. Stir in cornstarch and remaining orange peel. Heat over medium-high heat, stirring constantly, 3 to 5 minutes or until sauce thickens; set aside.
Remove fish from marinade; discard remaining marinade. Lightly sprinkle fish with salt and pepper. Grill over medium coals 3 to 4 minutes per side or until fish is opaque and flakes easily when tested with fork. Top with reserved orange sections and orange sauce. Serve immediately.
Nutrients per Serving: 243 Calories (30% of calories from fat), 8g Total Fat, 2g Saturated Fat, 67mg Cholesterol