Configure Keep Alive for connections coming from Cloudflare

I have two servers, an NGINX balancer that receives connections from Cloudflare and two application apache servers where these connections are forwarded.

[Cloudflare] → [NGINX] → [Apache]

My apache server will only be connected through NGINX, and NGINX only accepts HTTP/HTTPs connections coming from Cloudflare.

By default NGINX always sends the user to the same Apache server he visited the first time.

I already have Apache configured with Keep Alive.
Should I also configure NGINX to keep connections alive?