It's possible to do this with a little JSL. Once you have the graph made but without any references ranges, right click inside either the Male or Female section of the graph and select Customize. From there, click the plus sign on the top left to add a new JSL element. Use JSL's Polygon function to draw a rectangle spanning the part of the graph corresponding to your range for that group. This will be drawn only in the section of the graph you right clicked in.
Here's example JSL for your Female group (with a black fill at 25% transparency). The arguments in the Polygon function are X,Y coordinates drawn in order.
Transparency( 0.25 );
Fill Color( "black" );
Polygon( {0, 40 }, {0, 30}, {400, 30}, {400, 40} );
You can then repeat for the Male group's section of the graph, swapping in the proper X,Y coordinates for that group.
Ross Metusalem
JMP Academic Ambassador