$_SERVER['HTTP_X_REQUESTED_WITH'] allways empty on nginx php5-fpm server

I have installed a new webserver with nginx and php5-fpm on Debian. But somehow the $_SERVER['HTTP_X_REQUESTED_WITH'] keeps empty even if the request is comming from jquery or javascript. I tried all different options but it keeps empty.

This is my fastcgi_param file

fastcgi_param QUERY_STRING $query_string;
fastcgi_param REQUEST_METHOD $request_method;
fastcgi_param CONTENT_TYPE $content_type;
fastcgi_param CONTENT_LENGTH $content_length;

fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
fastcgi_param SCRIPT_NAME $fastcgi_script_name;
fastcgi_param REQUEST_URI $request_uri;
fastcgi_param DOCUMENT_URI $document_uri;
fastcgi_param DOCUMENT_ROOT $document_root;
fastcgi_param SERVER_PROTOCOL $server_protocol;

fastcgi_param GATEWAY_INTERFACE CGI/1.1;
fastcgi_param SERVER_SOFTWARE nginx/$nginx_version;

fastcgi_param REMOTE_ADDR $remote_addr;
fastcgi_param REMOTE_PORT $remote_port;
fastcgi_param SERVER_ADDR $server_addr;
fastcgi_param SERVER_PORT $server_port;
fastcgi_param SERVER_NAME $server_name;
fastcgi_param HTTP_X_REQUESTED_WITH $http_x_requested_with;