We study the absorption spectra of the yellow excitons in Cu2O in high magnetic fields using polarization-resolved optical absorption measurements with a high frequency resolution. We show that the symmetry of the yellow exciton results in unusual selection rules for the optical absorption of polarized light and that the mixing of ortho- and para- excitons in magnetic field is important. The calculation of the energies of the yellow exciton series in strong and weak magnetic field limits suggests that a broad n = 2 line is comprized by two closely overlapping lines, gives a good fit to experimental data and allows to interpret the complex structure of excitonic levels.