Yes, I agree, they're all girls. They have very noticeable 'skirts' (the bit of their exoskeleton that covers their hind legs) Males are generally much slimmer in this region with a much more 'pointy' tail end.
I've drawn a (terrible!) picture, hope it helps!
You're in the same boat as I am - a whole hoard of female shrimp! I've scoured everywhere and have only found TWO males in all the stores, and one is just a baby! When you see a male, you'll know the difference right away. Here's a photo of my last shrimp haul - the one on the left and the small one on the back of the big one are males, and the rest are female. Notice the obvious difference in tail shape and coloring. They're just like lobsters - the females have wide tails to carry their eggs.