If the meter shows a high resistance or no continuity, it could mean that the sensor contacts are dirty. Double-check your meter contacts and make sure they're grasping onto the wires.

Use a spudger or your finger to firmly press on the top of the sensor until it clicks.

The meter should change to show no continuity (0.L, in my meter's case). If it doesn't, there is a potential electrical short—the contacts may be fused, or you may need to replace the sensor.