It has been announced during the Ignite conference currently at Chicago.
Azure RMS is being updated to include a tracking feature allowing user to track access attempt to an RMS protected file, either successful or not.
This new feature is currently under preview and is available to any Office 365 or EMS customers, after the preview this will be available only to Azure RMS Premium or EMS customers.
To get it, you must install (or upgrade if already installed) the Rights Management sharing application (version 1.0.1770.0) available at https://www.microsoft.com/en-us/download/details.aspx?id=40857
Once installed, the Share Protected button available on Office client or the Protect with RMS contextual menu on Windows Explorer will have the Track Usage option
After protecting a file with RMS (share protected), use this option to get the tracking report which is hosted on a website (https://track.azurerms.com)
Then the owner of the file can use the Track option to reach the website and see access report to the file