Just found a pic of my thermostat.
Single Zone LCD Thermostat
Model #3313192.XXX Cool/Furnance
Instructions for the fan speed settings are on page 7 of the instruction manual. It does state the fan will operate continuously while set on HIGH or LOW and the fan will be off when set on AUTO.
On page 11 there is a section on Special Features. It states that when the fan is set on AUTO and the difference between the tempature set point and actual room tempature is >5° the fan will run on HIGH and when <4° the fan will run on LOW.