The U's are now three games unbeaten in League One, but remain seven points from safety with six matches to play.
"The club as a whole is going in the right direction," Keen told BBC Essex. "The players are playing with heart and soul and they're having a right go.
"I thought it was a good competitive game with both teams going at it."
The result means the U's have only conceded once in their last three games, a drastic improvement for a team with the worst defensive record in England's top four divisions.
"I thought we were fantastic defensively," continued Keen. "I'm really pleased with the clean sheet. The boys are disappointed because they know we've got to win matches, but to get a clean sheet against that team, I'm pleased for them.
"They're up in the play-offs for a reason. Realistically, a point is probably a fair result."
Colchester United are "going in the right direction" following their 0-0 draw against sixth-placed Millwall, according to manager Kevin Keen.