Seeing that I use construction fences in my work, this project is of interest to me. I don't think it is still on "exhibit", but I just heard about "The Fulton Fence", which was (or is?) a temporary installation in Fulton Street in New York City, that included construction fences and other materials. It was scheduled to be on view through the spring of 2008.
I wish I had been able to visit NYC to see it. Here is a video about it on YouTube.com
I also didn't know that there were so many colors of construction fences available. I've seen orange, and more recently green and some blue, but not yellow. I don't use actual construction fences in my work. I print off of them instead. The color is interesting, but not really important to me. The shapes and textures are.