yes and no. a proform by definition must refer to something else, but that "something else" need not be linguistic. For example, Joe says something crazy. I point my index finger to my temple and swirl it (meaning, that's nutty). Sally points at me and says "he's right" or "that's right" or similar. I haven't said anything, but everybody understands ...
easy-peasy: context. what you meant is completely irrelevant once you utter your sentence. you could have meant -in your mind - anybody when you said "he". since your interlocutor cannot read your mind, all she has to go on is context - which includes conventions like "he" refers to the most recent "thing" mentioned to which "he" could reasonably apply.
In some major European languages:
Russian: Я так думаю. or Думаю, да.
(Note: the comma here may be correct but it does not represent a pause when speaking.)
Dutch: Dat denk ik wel.
German: Ich denke schon.
Italian: Credo di si.
Spanish: Creo/pienso que sí.
But you should also look at the use of sí as an intensifying adverb (eg Yo sí creo/...