Yes, although I would say that my fantasies are very structured. I don't just think 'ooh, pixies!', I'll think about some aspect of a very real imaginary society or culture, and I'll know exactly where such a thing fits into a general schema. Or I'll think about how some aesthetic or another reflects my personality - I'm constantly trying to refine a personal aesthetic (e.g. characters in video games), chasing a singular vision of what that is, so I think these fantasies are very Ni-Fi.
My daydreams are usually about refining this singular aesthetic vision.