Pruning peach trees in Colorado is done in late winter or early spring (Feb-Mar-Apr). This needs to be done before the buds break. Watching the weather and looking closely at the tree buds is important, as sometimes we have early warm springs (Feb-Mar) or late warm ups (Mar-April). Pruning at any other time should only be done for branches that are diseased, broken, or dead.

If you don't know what bud break looks like, click on this link and look at Page 7. Plate 5 is a peach tree, and photos 1 & 2 are before the bud breaks open.
https://ecommons.cornell.edu/bitstream/handle/1813/5062/FLS-058.pdf?sequence=1

You didn't mention how old your peach trees are. Young trees (the first three years after planting) should be shaped to open up the crown which allows for light and air. Young trees should also be pruned to remove branches that cross or have awkward angles causing weak branching. Once a peach tree has been properly pruned for shaping, canopy light, and air flow, the tree should not need to be pruned again except for minor shaping.

CSU has the following information on pruning fruit trees:
https://extension.colostate.edu/topic-areas/yard-garden/training-and-pruning-fruit-trees-7-003/
https://planttalk.colostate.edu/topics/fruits/1210-pruning-mature-fruit-trees/

Utah has the similar climate as our Front Range, and they also have helpful information including a good video:
https://extension.usu.edu/yardandgarden/research/peaches-in-the-garden