How it is possible someone to be live on the website when is password protected?

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Hi guys, 

I have a really interesting question... How it is possible for someone to access my website when it is password protected? 
I`m currently in the UK and I`ve seen just now a "Live" visitor from the USA, but my website is completely password protected..and not an easy password ...  

I`m just curious to see why & how is this happening.