How do I ask my dad not to invade my privacy?

Well, when you said he put your bed and your brother's bed in his bedroom, I would say he has gone too far. You need to talk with a school counselor and another adult needs to talk with your dad about appropriate boundaries and how to set appropriate limits with children and teenagers. There is a fine line between setting limits, and overstepping boundaries, and your dad has overstepped a boundary by putting your bed in his bedroom. Talk with a counselor immediately. Your dad needs someone to set him straight.