server ディレクティブに以下を追加

nginx.conf

add_header X-Cache-Status $upstream_cache_status;

キャッシュヒットしてる時は X-Cache-Status ヘッダとして HIT、キャッシュヒットしてない時は MISS が返ってくる

$ wget -S --spider https://lets.ninja/
Spider mode enabled. Check if remote file exists.
--2016-06-20 20:02:13--  https://lets.ninja/
Resolving lets.ninja... 54.92.34.103
Connecting to lets.ninja|54.92.34.103|:443... connected.
HTTP request sent, awaiting response... 
  HTTP/1.1 200 OK
  Server: nginx
  Date: Mon, 20 Jun 2016 11:02:13 GMT
  Content-Type: text/html; charset=UTF-8
  Connection: keep-alive
  Vary: Accept-Encoding
  X-Cached: Mon, 20 Jun 2016 08:40:33 GMT
  X-Cache-Status: HIT
Length: unspecified [text/html]
Remote file exists and could contain further links,
but recursion is disabled -- not retrieving.