It is going some where...
Fill it back up with coolant and run it up to operating temp...
Carefully pull the hood open (hissing steam is not your friend)...
Look for any leaks, steam, or hissing noises that are a give away...
Check your Res Cap... It could be spewing coolant or hissing, if you have 5 to 7 bucks, replace it...
(I know of a Powerstroke mechanic that hates the cap because they are cheap and always fail on the 6.0. Ironically the same 16 PSI cap is on the 5.4s)
Have a buddy rev the engine lightly and check for steam or sweet smell out of the tail pipe... it should be most visible on the pop up to speed or the return to idle.
Any internal use will show up in the oils (engine/trans) as a chocolate (engine) or strawberry(trans) milkshake consistency mess.
If it is a headgasket, pull the upstream O2 sensor on both sides. In severe cases it will look 'steam cleaned' or "corroded"... very little carbon deposits will be present.
The Capt's suggestion to stop the engine and listen for hissing is good too.
Good luck.