You could always go into your profile, and under the "Statistics" tab click "Find all posts by <Username>." Once it loads look for your last post in a certain thread.
It shows all of your posts in order from your latest post on the forum all the way to your first.
Another thing you can do is when looking at the thread on the forum index, click on the number of posts/replies, look for your name on the list and click the number of posts next to your name to find all of your posts in the thread. The top post will be your latest post.