We were planning a move to a very high elevation (above 10,000 feet) while I was pregnant, so I did a lot of research on this. The general consensus seems to be that there is no risk of complications associated with high altitude, unless you are going above 14,000', though some studies say the risk may increase for some around 10,000'. Here is a quote from the book, Going Higher, the Story of Man and Altitude, by Charles S. Houston, MD:
"Conception and pregnancy have some special features at altitude...there's no added hazard at moderate altitude for the mother. The problems begin at 14,000', and some believe as low as 10,000'...When we remember that a fetus living at sea level is living in an oxygen environment equivalent to that on top of Everest, it seems unlikely that going from sea level to 10,000' will make much difference. But some careful observers believe that this may pose some slight risk (of prematurity) to the fetus."
The elevation you are talking about should be no problem at all, but it is a good idea for anyone moving here from near sea level to take it easy for the first couple of weeks, while your body adjusts, to avoid altitude sickness. Drinking more water than you ususlly do (at first) will help you avoid problems, also.
I did go ahead and do quite a bit of hiking up high during my pregnancy without any problems, but I have lived here most of my life, and my body is well adjusted to it. Please PM me if you want more information on high altitude and pregnancy, because I kept all of my research. It's beautiful here in Colorado! I hope you enjoy your stay!