Forward proxy preserving the domain

Basically, I want to set up a proxy running on example.mydomain.com that
will take any URI, retrieve example.com$request_uri, and pass it on to
the
client, preserving my example.mydomain.com domain for the client.

So far I have this config:

server {
server_name example.mydomain.com;
location / {
resolver 8.8.8.8; # why exactly is this necessary?
proxy_pass http://example.com$request_uri;
}
}

It works, but what happens is that nginx returns a HTTP/1.1 301 Moved Permanently response, with Location set to
http://example.com$request_uri. How is this different from the rewrite
directive, or from return 301 http://example.com$request_uri ?

I want instead a straight response of the actual contents at
http://example.com$request_uri. How can I do that?

PS: what in the world are the formatting codes for this forum?

... doesn’t work; not even does. Yeah, sorry for
not
indenting my code above - no idea how to do it.

Posted at Nginx Forum:
http://forum.nginx.org/read.php?2,251449,251449#msg-251449