When the step is changed in the checkout funnel and there is no page's full reload (ex: history changes, ajax requests, etc), please execute and replace the "QUERY" after "cs-checkout-step=" by the name or the number of the checkout's step:
<script type="text/javascript">
window._uxa = window._uxa || [];
window._uxa.push(['trackPageview', window.location.pathname+window.location.hash.replace('#','?__') + '?cs-checkout-step=QUERY']);
</script>