Look at the first image below the Sexing category. It does a fairly good job displaying the differences. The female will usually be larger, have a more sloped tail and will have a yellow or green saddle.
it is very likely you received all females. though again, most sellers ship their shrimp at juvenile ages because they ship better. At juvenile ages, shrimps are a bit more difficult to sex and you could end up with a male. If the seller sent you all adult shrimp, and they are all bright red, they're probably all female because he doesn't want YOU breeding shrimp, he wants YOU to buy from HIM.