Our prophet (peace be upon him) headed to Meca to perform pilgrimage. When Arafa Day came some people thought that our prophet Mohamed was in a non-fasting state. Some of them thought that he is in a non-fasting state. So some said: he is fasting and others said he is in a non-fasting state.
Lady Mimouna Bent El Hareth (blessing on her) the wife of our prophet peace be upon him wanted to know the truth and clarify such matter. Lady Mimouna was smart and known for her wisdom so she sent to our prophet peace be upon him a glass of milk.
Our prophet (peace be upon him) who were riding a camel took the glass of milk and drunk it while the people were looking at him So they realized that our prophet peace be upon him was in a non-fasting state. After that he clarified that the pilgrim should not fast during Arafa day. (Al Bukhary).
Our prophet peace be upon used to say upon breaking his fasting state by eating "To you Allah I have fasted and upon your blessings I have broken my fasting. The thirst have gone, the veins are wet and the reward is guaranteed by Allah's will"