I tried the code from this site (I2CScanner: Arduino as I2C bus scanner – todbot blog) to scan the i2c bus without success. Nothing found... The same happend if I connect the board to my raspberrypi and scan the bus with i2cscanner.
I think there are already pull-up resistors on that sensor breakout-board.
The i2c scanner you mentioned is rather old.
Do you use the newest Arduino 1.0.3 ?
This is this i2c_scanner: Arduino Playground - I2cScanner
Check your wiring careful. If it still doesn't work, You could try to measure the 3.3V or 5V on the board.
Are you sure you are using the i2c from the ATmega32U4 ? They are on different pins. Do you have any other i2c device to test ?
Thank you for your replies. On the board are two 4,7k pullup resistors. I tested the I2C bus with a BMP085 pressure sensor and an GPS module. Both are working like a charm.
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It could be bad soldering.
Carefully check each soldering with a magnifier (or make a photo of it). You must see that at each connection the solder has flown. If you spot a problem, soldering might be too tiny, but you could use a heat gun to try to make the solder flow.
If this doesn't help, buy a new one. Preferably at Sparkfun or Adafruit, or a cheap one on Ebay.