The phrase itself is a rudely sarcastic (and also vulgar) reply to any self-evidently obvious statement or suggestion or prediction. As a mixed-language example of usage, here's a passage from chapter 29 of Мастер и Маргарита, after Woland and St. Matthew have agreed that the Master "has earned peace, but not the light":
"[Иешуа] просит, чтобы ту, которая любила и страдала из-за [Мастера], вы с собою взяли бы тоже" -- в первый раз моляще обратился Левий к Воланду.
"Без тебя бы мы никак не догадались об этом.No shit, Sherlock." -- ответил Воланд.
To avoid vulgarity, you could instead say "Thank you, Captain Obvious!" or, very laconically, "Duh!" -- they all mean the same thing.
Anyway, I'm not looking for a vulgar equivalent in Russian -- just something that's colorful and colloquial.