Add documentation for HTTP proxies

Signed-off-by: Arnaud Porterie <arnaud.porterie@docker.com>

docs/sources/reference/commandline/cli.md

@@ -170,6 +170,14 @@ string is equivalent to setting the `--tlsverify` flag. The following are equiva
     $ export DOCKER_TLS_VERIFY=1
     $ sudo docker ps
 
+The Docker client will honor the `HTTP_PROXY`, `HTTPS_PROXY`, and `NO_PROXY`
+environment variables (or the lowercase versions thereof). `HTTPS_PROXY` takes
+precedence over `HTTP_PROXY`. If you happen to have a proxy configured with the
+`HTTP_PROXY` or `HTTPS_PROXY` environment variables but still want to
+communicate with the Docker daemon over its default `unix` domain socket,
+setting the `NO_PROXY` environment variable to the path of the socket
+(`/var/run/docker.sock`) is required.
+
 ### Daemon storage-driver option
 
 The Docker daemon has support for several different image layer storage drivers: `aufs`,