Contact geolocation doesn't work behind Azure CDN

We've done stuff like this in the past Dmitry:

public class CustomInitializationModule : Module
{
    // Module class constructor, the system registers the module under the name "CustomInit"
    public CustomInitializationModule() : base("CustomInit")
    {
    }
    // Contains initialization code that is executed when the application starts
    protected override void OnInit()
    {
        base.OnInit();
        // Assigns custom handler to begin request event
        RequestEvents.Begin.Execute += new EventHandler<EventArgs>(GetRealClientIpAddress);
    }
    void GetRealClientIpAddress(object sender, EventArgs e)
    {
        if ((HttpContext.Current != null) && (HttpContext.Current.Request != null))
        {
            var headers = HttpContext.Current.Request.Headers;
            // look for the special header variable that the firewall or load balancer passes
            var realIP = headers.Get("SPECIAL HEADER VALUE");  //Make sure to change this to real value
            if (!String.IsNullOrWhiteSpace(realIP) && (realIP != "::1"))
            {
                RequestContext.UserHostAddress = realIP;
            }
        }
    }
}