Confused

A 2 months ago my once fiancé broke up with me. He said that I was to good for him and I needed someone better. I thought that we were fine I never thought that we were having problems. Two weeks after he broke up with me he asked me to be his friend and I said yes. At first he would talk to me really weird with a cold shoulder and short. But then he started to be more friendly and recently wanted to have sex but he is still calling us friends. I'm really confused part of me wants to walk away but he is the first person I have ever been with. Why is he doing this? Does that mean he wants to get back eventually?