A B767 CREW DOES NOT FOLLOW THEIR AMENDED RTE AFTER DEP SLC; UT.

Narrative

FLT FROM SLC TO LAS. DURING PREFLT; CAPT PROGRAMMED THE FMS FOR RTE OF SLC; J011; FFU; MLF; NOOTN2; LAS. FO LATER GOT CLRNC WHICH WAS -- FFU3; MLF; NOOTN2. HE ASKED IF I HAD MADE 'THE CHANGE' IN THE RTE; AND I SAID NO BUT I WILL. I THEN ELIMINATED THE SLC-J11 PORTION; THINKING I HAD ALREADY ENTERED THE FFU3 DEP. DURING CLB; AFTER PASSING FFU VOR AND HEADING DIRECT TO MLF VOR; ATC ASKED IF WE WERE GOING DIRECT TO MLF. WE RESPONDED YES; AND HE SAID 'ROGER; CLRED DIRECT MLF.' I THOUGHT THAT WAS UNUSUAL AND CHKED THE FFU3 TO SEE WHY HE QUESTIONED US. I THEN SAW THAT THE DEP HAD A SLIGHT DOGLEG RTE TO MLF; NOT DIRECT. I REALIZED THAT THE FFU3 HAD NOT BEEN ENTERED IN THE FMS. THE MAIN REASON THIS HAPPENED WAS DUE TO FATIGUE. BOTH PLTS AWOKE AT AB30 EDT FOR A AD20 RPT. WE HAD FLOWN ATL-CVG-SLC BEFORE THIS LEG. BY DEP TIME IN SLC IT WAS ALMOST PM00 EDT. AFTER THIS FLT WE BOTH SAID THAT WE WERE MENTALLY AND PHYSICALLY TIRED DUE TO THE VERY EARLY WAKE-UP AND LONG DAY. AIRLINE SCHEDULING SHOULD NOT ONLY LOOK AT THE AMOUNT OF FLYING IN A GIVEN DAY; BUT ALSO RPT TIMES WHEN MAKING SCHEDULES. WE SHOULD HAVE STOPPED IN SLC. THIS 4-DAY TRIP HAD 3 EARLY DEPS; WITH THE LAST BEING AN ALL NIGHT FLT FROM SMF-ATL; ARRIVING ATL AT AD20 EDT. IT IS DIFFICULT TO ADJUST FROM 3 EARLY BIRDS TO AN ALL-NIGHTER. THIS SHOULD ALSO BE CONSIDERED IN MAKING SCHEDULES.