I would say no, do not tell him what you use (still do?) feel for him.
The reasons for this are simple:
1. It won't achieve anything, he has a fiancee because she is the person he wants to be with more than anyone else.
2. It would cause more problems than good if he thought you wanted to be with him, it may even stop you both being friends.
3. Your reasons are clearly selfish, telling him will not achieve closure, all it will do is open up problems an akwards situations between you both.