I have changed /etc/default/docker with DOCKER_OPTS="-H tcp://127.0.0.1:2375 -H unix:///var/run/docker.sock" (docker version 1.4.1 in ubuntu 14.04), but it do not take any effect for me. It seems that docker do not read this initital config file because I found export http_proxy enviroment do not work too.
Only sudo docker -H tcp://127.0.0.1:2375 -H unix:///var/run/docker.sock -d works.
It really confused me!