Its really hard to tell without seeing it but there are 2 questions you should ask yourself:
1) was she offended?
2) Were there any children present and were your movements too sexual for them? (If first part is no then disregard 2nd part)
Dancing is subjective and it is hard to dance with someone and not have it be an intimate encounter. Personally I think that if there is no touching then it can't be inappropriate (outside of obviously offensive gestures). Add to that it is easier to not look awkward when your dancing with someone else as opposed to solo so you need to get close and kinda match their movement and it can sometimes look sexual. If it is done in an adult environment then the only opinions that should matter are those of your partner and yourself.
On a side note, don't worry about the bad dancing. I too am afflicted with this and I fully believe that except for a chosen few men can not look good dancing as we really do not have the grace and beauty of our better halves.