Comment by cancancan

Both should be there, as well as 'Set-Cookie: __cfduid=...'

  $ curl -I okcupid.com
  Set-Cookie: __cfduid=...
  Server: cloudflare-nginx
  CF-RAY: 335f033b77742b76-AMS

EDIT: Better yet, make that 'curl -IL domain.com' to follow redirects because it may not show in the first response.