Good question. CWD is currently only known to infect the "Cervidae" (the cervids or deer) family, which includes deer and elk.
Pronghorns are in the Antilocapridae family and I have not read of anything to suggest CWD is transmissible to them as well. If in doubt, simply have the brain tissue of your game tested, although I'm not sure if the WY G&F would accept a pronghorn sample.
I just got back from my elk trip to Colorado and must say that I learned quite a bit about hiking in that one trip. I researched all I could on the internet and thought I was prepared going out. For the most part I was but I want to pass on a few major things I learned that helped me drastically!
1. Pack light. I know this may sound like common sense but believe me. After reading everyone's advice on what you need to pack, chances are your pack will end up weighing more...