[exim] DKIM: signing failed (RC -102)

Hi folks,

My first attempt to configure DKIM on a Debian wheezy box running
Exim4 4.80 (exim4-daemon-heavy) keeps ending with this error:

DKIM: signing failed (RC -102)

It shows up in the Exim logs every time I try to send a message. As
expected, when my sent messages arrive they have no DKIM headers. My
Debian Exim configuration has these variables set:

DKIM_DOMAIN = umrk.nl
DKIM_SELECTOR = umrk
DKIM_PRIVATE_KEY = /etc/exim4/dkim.256-bit.private.key
DKIM_CANON = relaxed

A 256-bit key is weak, but for now I want to keep things simple. The
key file was created with this command:

~# openssl genrsa -out dkim.256-bit.private.key 256

AFAIK Exim uses the variables I set to create this configuration:

   remote_smtp:
     debug_print = "T: remote_smtp for $local_part@$domain"
     driver = smtp
     dkim_domain = umrk.nl
     dkim_selector = umrk
     dkim_private_key = /etc/exim4/dkim.256-bit.private.key
     dkim_canon = relaxed

The key file has permissions 640 with group Debian-exim. I tried
putting double quotes around the variables, but that made no
difference. I saw that the DKIM directives in
/etc/exim4/conf.d/transport/30_exim4-config_remote_smtp had not been
indented properly, but after I corrected that it made no difference
either.

Can anyone say what might be causing the error in question?

Thanks,

Jaap