I'm brand new here, and it's a bit presumptuous to offer my own opinion at this point. Nonetheless, abuse is something I've seen a time or two before.
Eliane, you've got choices here, and all of them are tough. Everyone's telling you to run because that's what someone does when violence is on the street instead of in your home. Instead, I suggest that you take a few moments to get hold of your truest, most wonderful inner self.
It's that part of you that would protect a little child who's in danger, the part that loves sunsets, the part that remembers the joy of music, the part that knows how to laugh. That part is the key to getting you through this. In this situation, the key is safety for everyone involved -- and the strength is in the courage to protect a little child.
Eliane, I'm guessing you're worrying about what you did wrong. I'm guessing you're blaming yourself, wondering whether you're perfect or not, whether you're good enough, thinking maybe you don't deserve the love he's withholding. I'm also guessing that you've been in abusive relationships before, ones where you got hit, or yelled at, or sexually abused in some way. That's tough stuff to work through. And lordy, I'll bet your fiance can be the most loving and tender man on the planet -- when he's not furious with you.
Abuse is a devilish cycle. There's the "honeymoon" phase. You know that one well. And then there's the rest of the time when things are getting worse and you're walking on eggshells... until he explodes and does something awful and you're even more scared afterwards.
From his point of view, he's spending a lot of time in a state of horrific fear and humiliation. He is unable to control his violence and feels incredibly weak and powerless. He hopes that by controlling you, he will feel powerful, but it turns out that the control and abuse only feed how horrible he feels about himself. So then after an outburst, he's as loving as he knows how to be -- but he still isn't grounded in his own strength, which is all about protecting the people he loves, not hurting them. So he gets further and further off-balance, and eventually explodes again when the strain becomes too much. He blames you -- because he believes that he feels bad and it's your fault.
It's not. No one can make another person feel bad. He just doesn't know that, and you can't teach it to him. It's something he has to learn on his own. And you love this man. I'm not going to question that love right now. Love is a strange and completely irrational force a lot of the time.
But please understand that
if you truly love this man, do not allow him to harm you. Doing so does him terrible, terrible damage. (And you.) It's eating his soul. You can't tell him that. You can't reason with him. You can't talk about it like rational people because right now neither of you are.
What you can do is protect yourself, and him. The best choice is to remove yourself from harm's way. Call a hotline, call a friend, call your mom or your grandma, whoever you trust more than anyone else in the world. And then understand that he's going to be absolutely panic-stricken when you leave. You'll have to take very strong measures because your thinking isn't completely clear right now either. Once he gets through the rage that your departure will cause, then he'll beg you to come back and promise that he'll change.
Change is really hard work and it'll take him a solid two or three years to grow into a non-abusive person. (www.compassionpower.com is a good resource for doing so.)
There's also the question of how you know he's changed. You do that by looking at the cycle. If his violence happens every four days or so, for example, then you can't believe that he's changed on day one or day two, or even on day five or six. Once it's been four times as long as it usually is, then you can start to count it as "real" change instead of just a particularly long cycle. Ten times as long is better. A hundred times as long is starting to be really good.
Here's a national hotline you can call, if you want help:
The National Domestic Violence Hotline
1-800-799-SAFE (7233)
http://www.ndvh.org/