Banks,Credit unions, privacy of financial records

I remember from a collage civil liberties class learning about banks and your personal financial records. According to the US supreme court your financial records don’t belong to you. They belong to the bank and, as such are not protected by the forth amendment. If the police want to they can ask for your financial records from your bank without a warrant.
Are credit unions any different? As a member of a non-profit co-op do I have a right to assert a greater expectation of privacy for my financial records?

I looked up a few different privacy statements of various credit unions on the web. All of them had a statement very similar to this: