On auto it should normally focus on the closest eye but will get it wrong occasionally. You can assign the Switch Right/Left Eye function to a custom button though which should help when this happens.
Here's the relevant bit from the online help guide:
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[Switch Right/Left Eye] by custom key
When [Right/Left Eye Select] is set to [Right Eye] or [Left Eye], you can switch the eye to be detected by pressing the custom key to which you have assigned the [Switch Right/Left Eye] function.
When [Right/Left Eye Select] is set to [Auto], you can temporarily switch the eye to be detected by pressing the custom key to which you have assigned the [Switch Right/Left Eye] function.
The temporary left/right selection is cancelled when you perform the following operations, etc. The camera returns to automatic eye detection.
- Pressing the center of the control wheel
- Pressing the center of the multi-selector
- Stopping pressing the shutter button halfway down (only during still image shooting)
- Stopping pressing the custom key to which [AF On] or [Eye AF] is assigned (only during still image shooting)
- Pressing the MENU button
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