After some research I finally got a VBA code to show the filter value in another cell:
Dim bRepresentAsRange As Boolean, bRangeBroken As Boolean
Dim sSelection As String
Dim tbl As Variant
bRepresentAsRange = False
bRangeBroker = False
With Worksheets("Forecast").PivotTables("ForecastbyDivision")
ReDim tbl(.PageFields("Probability").PivotItems.Count)
For Each fld In .PivotFields("Probability").PivotItems
If fld.Visible Then
tbl(n) = fld.Name
sSelection = sSelection & fld.Name & ","
n = n + 1
bRepresentAsRange = True
Else
If bRepresentAsRange Then
bRepresentAsRange = False
bRangeBroken = True
End If
End If
Next fld
If Not bRangeBroken Then
Worksheets("Forecast").Range("ProbSelection") = " >= " & tbl(0)
Else
Worksheets("Forecast").Range("ProbSelection") = Left(sSelection, Len(sSelection) - 1)
End If
End With