Can't move 'measure' dialog box

When I click the measure tool, the dialog box comes up in the middle of my screen (which is inconvenient becuase that's usually the location of what I want to click and measure).  I can drag the box to another spot on the screen, but if I close the measure tool and then re-open it, the dialog box is back in the middle of the screen again.  I have seen other people's dialog boxes stay where they have been moved to.  Is there some sort of setting to keep this box out of the way? 

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