Indeed, it would be immoral to have sex outside of marriage, regardless of how close or far you are from the wedding day. In the eyes of God, fornication is fornication. If anything, sleeping together when you are so close to the great sacrament of marriage is even more of a problem, because two people who love each other enough to marry ought to have more concern for where the other spends eternity.
You see, being married is a lot like being pregnant. You either are, or you are not. Therefore, I am just as married to you as your fiancé is. Until you have made the complete gift of yourselves as husband and wife, you are not to make the complete gift of your bodies to each other. When a husband and wife make love, they're expressing their wedding vows with their bodies: "I give myself totally to you." When a couple sleeps together before marriage, they're expressing a lie with their bodies because they do not totally belong to each other, even if marriage is right around the corner.
Think about it: how much more special will it be on the wedding night when you've waited! I've spoken with several spouses who slept together prior to their wedding, and they've expressed to me how much they regretted it, years later. They ask themselves, "Why couldn't we wait those few months? It would have made it so much more meaningful to wear the white dress and have the Church bless our union."
Now is not the time to hop in bed. It's a serious time to prepare for your vocation. Sexual intimacy clouds one's vision from taking a serious look at your potential spouse. Besides, if there is on-going pressure, then this is a sign not only of disrespect on his part, but of a lack of spiritual leadership and care for your soul. These are not minor issues. I have only been married for 14 months myself, but I can tell you that many great sacrifices await you. Marriage is hard work, and if there is not a mutual respect and spiritual harmony between you, it will be all the more difficult.
Do not forget: love is patient, and if a couple can not say no to sex, then what is their yes worth? Take this to prayer, and may God give you all the strength you need to do his will.