Missing Coordinate system options on Measure tool

I missing something on the measure tool. I don't see how to get to  XYZ Relative To.

2016 SOLIDWORKS Help - Using the Measure Tool

I have a coordinate system (in a part) I want to use instead of the default for the assembly, but I can't find that setting. 

Any ideas?

In the help file it shows we should have this icon in Measure:

SolidworksUser Interface