No, it is not closed. I was just past there this weekend (June 26, 2010) and the beach and swim area was very active with families enjoying the cool water on a hot sunny day.
Wakonda State Park was created in 1960.
There appears to be a swimming beach at Cherry Creek Lake State Park off S. Parker Rd, south of I-225 on the south side of Denver.
Dockweiler State Beach was created in 1948.
Carlsbad State Beach was created in 1933.
Doheny State Beach was created in 1931.
Carpinteria State Beach was created in 1932.
Cayucos State Beach was created in 1940.
Cardiff State Beach was created in 1949.
Greenwood State Beach was created in 1978.
Misquamicut State Beach was created in 1954.
Seacliff State Beach was created in 1931.
Asilomar State Beach was created in 1951.