Have I misunderstood something, or is something funny going on? In particular, the "%" after "1e-5" in the error message suggests the tolerances are supposed to be in percentage terms, i.e, 1e-5 implies a real tolerance of 1e-7. That would explain things, but I see nothing in the documentation to suggest the tolerance value is a percent. (Well, the docs do say the tolerance can be an integer.)
This tool indeed changed recently to use percentage for tolerance definition. From close_at_tolerance doc: "To simplify things in most usage cases latest version of algorithm below opted to use percentage values for tolerance specification (instead of fractions of releated values). In other words now you use it to check that difference between two values does not exceed x percent.". You right BOOST_CHECK_CLOSE page did not gets updated. I will fix. Thank you. Gennadiy.