Normally, a secured website has to prove its identity to your browser by sending a certificate validated by a recognized certificate authority. Interception techniques, to be able to work, generate dynamically forged certificates.
CheckMyHTTPS checks that the received certificate by the client (1) from a visited HTTPS website matches the certificate seen by a remote server(2), ensuring no interception is taking place within your local network. Checkmyhttps will compare those certificats (3). If they are different, your connection might be listened to! This is sufficiant to prove the interception.
Here is how CheckmyHTTPS works :

When you are making a test, here is what CheckMyHTTPS actually does (example https://facebook.com)