CrossRoads:
Checkout the RPN4
http://ontargetmarine.com/
and the Nexus sensors that would feed it.
He did request an ultrasonic sensor; I don't see that either company provides one (not trying to rag on you just trying to avoid a wild goose chase for the OP).
Modern Device sells a thermal wind speed sensor. I understand that isn't ultrasonic either but it has no moving parts which I assumed is the aspect you're looking for. If you used a number of them positioned in a circle around a cylinder to block wind you could probably calculate the wind direction, however.