In a medium bowl, stir the vinegar with the salt, sugar and saffron until the salt and sugar dissolve. Add the crushed red pepper, capers, orange zest and juice and water. In a deep glass or ceramic bowl, mix the jicama and fennel. Pour the brine over the vegetables. Press a sheet of plastic over the vegetables and top with a heavy pot lid or plate to keep them submerged in the brine. Refrigerate overnight.