Live Monitor addon doesn't work when the site is accessed via CloudFlare CDN

Description

When the site is hosted on CDN, the Live Monitor does not work and show the error:

System.FormatException: An invalid IP address was specified.
at System.Net.IPAddress.InternalParse(String ipString, Boolean tryParse)
at EPiServer.LiveMonitor.Services.CommonTracker.ProcessTrackingRequest(MonitoringData& monitoringData, HttpContextBase context)
at EPiServer.LiveMonitor.Controllers.TrackingController.Index()
at lambda_method(Closure , ControllerBase , Object[] )
at System.Web.Mvc.ReflectedActionDescriptor.Execute(ControllerContext controllerContext, IDictionary`2 parameters)
at System.Web.Mvc.ControllerActionInvoker.InvokeActionMethod(ControllerContext controllerContext, ActionDescriptor actionDescriptor, IDictionary`2 parameters)
at System.Web.Mvc.ControllerActionInvoker.<>c_DisplayClass15.<InvokeActionMethodWithFilters>b_12()
at System.Web.Mvc.ControllerActionInvoker.InvokeActionMethodFilter(IActionFilter filter, ActionExecutingContext preContext, Func`1 continuation)
at System.Web.Mvc.ControllerActionInvoker.InvokeActionMethodFilter(IActionFilter filter, ActionExecutingContext preContext, Func`1 continuation)
at System.Web.Mvc.ControllerActionInvoker.InvokeActionMethodFilter(IActionFilter filter, ActionExecutingContext preContext, Func`1 continuation)
at System.Web.Mvc.ControllerActionInvoker.InvokeAction(ControllerContext controllerContext, String actionName)
at System.Web.Mvc.Controller.ExecuteCore()
at System.Web.Mvc.ControllerBase.Execute(RequestContext requestContext)
at EPiServer.LiveMonitor.LiveMonitorMvcHandler.ProcessController(IController controller)
at EPiServer.LiveMonitor.LiveMonitorMvcHandler.BeginProcessRequest(HttpContextBase httpContext, AsyncCallback callback, Object state)
at System.Web.HttpApplication.CallHandlerExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute()
at System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean& completedSynchronously)