What they said. Red w/blue for factory and the newer Painless kits, and Violet/Purple for most aftermarket wiring harnesses (using the GM color codes) that you see available.
Also as mentioned, '72 and prior Broncos had that wire running straight from the switch to the relay uninterrupted. Routed through the firewall over on the passenger side.
In '73, when the automatic became an option, the wire would go through the firewall behind the engine, through the NSS connector and either to the switch on an auto-trans equipped Bronco, or connected by a jumper wire there at the connector on manual-trans equipped trucks.
If you do have voltage at the wire as Jdgephar mentioned, then it's likely just a bad relay/solenoid. Don't cheap out here though, as the cheapest ones seem to fail regularly.
Either get an expensive one, or a factory one from a junkyard. Unfortunately, there's no real feedback from the expensive store bought ones yet, as most of us won't spend 50 or 60 bucks or more on a part that's also available for 15 or 20. Until a few more of us go for the big buck options and report back, we don't know what the extra money gets you these days.
Good luck.
Paul