Hi,
in reply to Keith' setting:
I have NOT checked the "Add tracking code to your site's footer. You don't need to enable this if using a 3rd party analytics plugin." checkbox because I'm using Yoast's GA plugin.
I have a simmilar setup with both Yoast plugins, and it only worked for me when I checked this above option as well. Beside I find to different parts of GA-codes in my pages source code now, it works.
Tom