The computers belong to the employer. You likely have no reasonable expectation of privacy while accessing your employer's computers. To find out if CO's laws lead to a different result, you need to review your facts with a CO attorney.
Many bigger employers have explicit policies on computer usage. If your employer has a written policy on computer usage, you should review that policy to find out what the employer's expectations are.
The general rule likely should be that employer's computers should be used only for the employer's business. To access your personal accounts, use your personal computer. Now that you know the employer may know your passwords, use a personal computer and change all your passwords to your personal accounts.
If you are sending or receiving personal email messages through the employer's computers, the employer likely now has several dozens copies of those messages in the employer's backup system.
There are software that record keystrokes and store or forward the keystroke history.
When the employer first set up the computer, the employer likely set up a user account that will allow the employer to access the computer.
You should immediately review your employee handbook. It is quite possible--if not likely--that you agreed to allow your employer such access. This may be in the handbook under something like "Computer Use Policy" or a similar title. In addition to determining whether you agreed to provide your employer with such access, you should also review the policy to determine what computer usage may be improper for an employee to engage in. For example, did your employer's policy specifically prohibit using the computer for personal use?
You should also look to determine if you agreed to computer monitoring. This would not only allow your employer one-time access to your computer as occurred in the instance you described but also would allow your employer to utilize other software such as keystroke recording software.
Also, you should look to see if you see any similar warning when you log onto your employer's computer system. There may well be a warning that your e-mail usage and computer usage is not private and can be reviewed by the company.
You should note that I am not your attorney nor am I licensed in the State of Colorado. You need to consult with a Colorado attorney regarding that state's laws governing these issues. The principles stated above are simply general rules that may vary depending on your state's particular laws.