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It's possible that all of May's pokemon are female, because with some pokemon you just can't tell, but I have a feeling that Misty would only capture 'girly' pokemon which hopefully are infact 'girls'.
Some Pokemon are too easy to tell their gender, like Chikorita! Whereas others, like Pikachu, it's hard! I think that Pikachu is a boy though, becasue He did wear a tux, and is on the cover of the Pokemon T.V Set Show Time
Here's a picture of the cover! Pikachu In Tux
Also, in the manga series Piachu Shocks Back, Misty appears, and Pikachu has a dream bubble of Misty, with a heart in it!
But, I wish Pikachu was a girl, it would be cute!