[Anaudiophile]

There is not a dipstick in the tube itself. The dipstick is a special Benz tool used at the dealer to check the fluid level. Not sure if they are available to the general public, but Benz generally does not sell their special tools. That being said. There may or may not still be a plastic lock holding the cap to the transmission dipstick. If you can see a small rectangular piece on top of the cap, this is the plastic lock. This piece can be broken off and the rest of the lock pushed out of the cap through the bottom. Then the cap can be removed to check the fluid level.
Your best bet is to look under the vehicle and check for leaks. The most common sources are the 13 pin electrical connector at the front right corner just above the trans. pan / cooler lines / Shift lock mechanism at the left rear corner just above the trans. pan.