I was surprised to see this reported over at Women & Hollywood: "[at Cannes] only 1.5 films out of 19 are directed by women."
They include: La Mujer Sin Cabeza directed by Argentine Lucrecia Martel and Linha de Passe which is co-directed by Daniela Thomas and Walter Salles.
Un Certain Regard is a bit better with 2.5 out of 19. Palestinian director Annemarie Jacir's film debut Milh Hadha Al-Bahr (Salt of the Sea) is in the lineup along with and Kelly Reichardt, (Old Joy) with Wendy and Lucy starring Michelle Williams. Joana Hadjithomas co-directed Jeveux Voir with Khali Joreige.
Other women directed films include: Jennifer Lynch's Surveillance; Marina Zenovich's Roman Polanski: Wanted and Desired and Alison Thompson's The Third Wave.