Here's the jsfiddle: http://jsfiddle.net/fht7zsm2/
I used below code to change background color for current page
.sf-menu .active{
background-color:#1B3E70;
color:white;
}
I placed below script in footer.I also tried placing in header but doesn't work:
<script>
$('.sf-menu a').click(function(){
$(this).addClass('active').siblings().removeClass('active');
});
</script>
I refered to this : Change link color of the current page with CSS