Original: Other anonymizing proxy servers, known as elite or high anonymity proxies, only include the REMOTE_ADDR header with the IP address of the proxy server, making it appear that the proxy server is the client.
Simplified: The client will not know that the proxy exists, but all of the information passes through the proxy server. They are sometimes called "transparent" proxy servers, because the user does not know a proxy server is between the client and remote server.