Assassin's Creed 3 does not display the current sequence in an obvious fassion. The easiest way to find out which sequence you are on is to go to the DNA progress tracker. There the sequences played previously have at least some sort of sync; this is not true for the current one. So the first mission not to have any sync at all is your current sequence.
Of course, you could also use third party sources. As much as I personally despise a lot of stuff that IGN does, their wiki sites provide excellent information. So you can always check the current sequence (according to your known storyline / current objectives) there.