Manual pollination is sometimes necessary. I also remember reading somewhere that sometimes the first round of blooms is all one sex, but that eventually these will be replaced by blooms of both sexes.
Do you have any bees in the morning? Do you have a few flowering plants like cosmos to attract pollinators and beneficial insects?
Our sunflowers always have bees on them, and I often see them on the cucumbers, so I know that bees are in the vicinity.