By using fractional differences, one recently proposed an alternative to the formulation of fractional differential calculus, of which the main characteristics is a new fractional Taylor series and its companion Rolle's formula which apply to non-differentiable functions. The key is that now we have at hand a differential increment of fractional order which can be manipulated exactly like in the standard Leibniz differential calculus. Briefly the fractional derivative is the quotient of fractional increments. It has been proposed that this calculus can be used to construct a differential geometry on manifold of fractional order. The present paper, on the one hand, refines the framework, and on the other hand, contributes some new results related to arc length of fractional curves, area on fractional differentiable manifold, covariant fractal derivative, Riemann-Christoffel tensor of fractional order, fractional differential equations of fractional geodesic, strip modeling of fractal space time and its relation with Lorentz transformation. The relation with Nottale's fractal space-time theory then appears in quite a natural way.