Yes, taking the top of the head as point of reference, women in the northern hemisphere roll counter-clockwise. Women in the southern hemisphere, however, roll the opposite direction: clockwise. Thus, to keep your share of the covers, one should always sleep to the left of a woman in the US or Norway, but to the right side of women in Australia and South Africa.
Of interest, women on the equator don't roll at all. It's too damn hot.