Mapleton Police Chief John Jackson said Friday that the family moved from Switzerland to the small town when American Timothy Griffith, 45, found a job.
He was found dead Thursday along with his 42-year-old wife Jessica Griffith, his 16-year-old stepdaughter Samantha Badel and 5-year-old son Alexandre Griffith, police said.
Neighbours were stunned.
"I just can't imagine what happened, when I talked to him there was no depression there was no anything. It's just amazing just comprehend what happened," neighbour Doug Allin told KUTV.
"It seems like everyone was getting along really good."