Using a knife or food processor, shred the cabbage and carrots. Trim the top of the fennel and reserve 1/4 cup of the leafy sprigs. Finely shred the fennel bulb. Grate the zest from the orange and then squeeze the orange to extract the juice. Combine all the ingredients, including the fennel sprigs, and toss to mix well. Let marinate 30 minutes before serving.