No, not without some kind of specific logging program designed for this sort of thing. Otherwise, the best you could probably do is get the time of last access for the drive.
However, since it's an external drive, and you clearly have privacy concerns, why not just take it with you when you get up from the computer? Even if there were a way to tell if people were going through it, by the time you figure that out it's too late, they've already gone through it. Whatever it is you would rather others not see, has already been seen, and it's not like you can go and selectively erase those memories from the person's mind... And hope no one ever creates such technology, because imagine what the entertainment industry would do with it, but I digress.
The most expedient option here seems to just take the drive with you. Or if that's not possible for whatever reason, just put the sensitive files onto a separate flash drive or something that you can take with you more readily. So whatever is left on the external HDD is stuff you don't care if others see or not.