Let me first give you the basic law on this. When the employer is not a government agency, then the employer may legally fire you for any reason (or no reason at all) except for a few reasons prohibited by law. The prohibited reasons include firing you because:
- of your race, religion, sex, national origin, age, disability, or genetic test information under federal law (some states/localities add a few more categories like sexual orientation);
- you make certain kinds of reports about the employer to the government or in limited circumstances to specified persons in the employing company itself (known as whistle-blower protection laws);
- you participate in union organizing activities;
- you use a right or benefit the law guarantees you (e.g. using leave under FMLA);
- you filed a bankruptcy petition;
- your pay was garnished by a single creditor or by the IRS; and
- you took time off work to attend jury duty (in most states).
So, if this was a private employer, then so long as the reason for firing you wasn't among the sort of things I listed above, your firing was not "wrongful termination" as that term is used in the law.
You had a job that was giving you stress. Your boss evidently frequently found fault with your performance, and you were apparently living with the strain of worry about being fired for it. Indeed, it sounds like your supervisor was a bit crude and unprofessional at times. None of that gives you any claim against the employer. Neither federal nor Colorado law guarantees you a stress free job or good supervisor. The law doesn't prohibit bosses from being crude, rude, or just general jerks. Employees either must learn to deal with bosses like that or find a new job.
If your boss made repeated sexually oriented comments and you found those offensive, the first thing to do is to tell the manager (politely, of course) that you find those comments offensive and ask for them to stop. If that doesn't work, complain to the managers that are senior to your boss. Keep documentation of all your efforts to get it to stop. The employer's obligation is to make sexual harassment stop once you make the employer aware of it. If it continues after you have complained about it, that can give you a civil claim to pursue. If you never complained about it, then they didn't know it bothered you and there is nothing to pursue.
If you were entitled to use leave (paid or unpaid) under the FMLA and the employer fired you or otherwise took action against for taking it, that is illegal and would give you something to pursue against the employer.
If you want to see an attorney who litigates wrongful termination cases to review in detail what happened to you for advice on whether you have something to pursue here, contact several in your area and meet with them to see where you stand. Many will give you a free initial consultation and, if you have a good case, the attorney may take it on a contingent fee basis, meaning the lawyer takes his fee as a percentage of whatever you win. That would mean you'd not need to put up much, if anything, up front for it.