Go to your username on the top of the page in the right corner. Click on Change Settings.
Choose the Privacy tab.
There you can turn on/off the Show activity information. If you make any changes, click on Submit changes.
If it is off, other members won't see any information about your activities on Critique Circle.
The activity information displays an activity level, a list of your stories and critiques, approximately the last time you visited the site and some other information (you can hover over the username of other people to see some of this information).
Note that you might see this information yourself for your account but rest assured, other people will not.