David, if they were on Fennel they should have been Black Swallowtail caterpillars. Monarchs only eat milkweed. And contrary to popular belief, caterpillars don't eat constantly. Sometimes they just sit there and digest, I think. If they're fifth instar, they may be getting ready to gut purge. They also sit still when they're going to molt. If they are Black Swallowtails, they are likely to overwinter in their chrysalis stage and emerge in the spring.
Okay, I'm going to post my picture thread now!