Bring water and next 4 ingredients to a boil; add shrimp, and cook 3 to 5 minutes or just until shrimp turn pink. Drain, and rinse with cold water. Peel and devein shrimp; chill.
Stir together rice vinegar and next 3 ingredients in a medium bowl. Set aside.
Combine fennel, oranges, chives, and shrimp. Add dressing mixture; toss well. Cover and chill thoroughly.