A circle or a sphere perhaps?
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Any shape with straight edges can have perpendicular edges.
a circleA pedantic edit:Also an ellipse or a wriggly loop.Any shape that has no straight edges is described as a curvilinear shape.
A triangular pyramid has 6 edges.
Oval
A shape with no straight edges that can be described as looking like 'a squashed circle' is called an ellipse. This shape is also sometimes referred to as an oval.