Proxies may send a HTTP_X_FORWARDED_FOR header but even that is optional.
Also keep in mind that visitors may share IP addresses; University networks, large companies and third-world/low-budget ISPs tend to share IPs over many users.
Yes, $_SERVER["HTTP_X_FORWARDED_FOR"] is how I see my ip when under a proxy on my nginx server.
But your best bet is to run phpinfo() on a page requested from under a proxy so you can look at all the availabe variables and see what is the one that carries your real ip.