We get skies like that whenever a Chinook comes down from the Rockies. Chinooks happen when a mountain range is exposed to strong winds that are blowing at right angles, or near right angles to the direction of the mountain ridge. Moist air is pushed up the mountains bringing with it both cloud and precipitation to the windward side. The air moving
downward then becomes warmer and drier as it is forced down the leeward side of the mountains.

Chinook is a blessing for us here in Calgary, since it happens in the middle of winter, and allows us to gave few days of higher temps... so we can rest from the cold!