Function to add CURRENT_PAGE class to current page menu items

functions.php

<?php 

add_filter( 'nav_menu_css_class', 'add_parent_url_menu_class', 10, 2 );
function add_parent_url_menu_class( $classes = array(), $item = false ) {
  // Get current URL
	$current_url = current_url();

	// Get homepage URL
	$homepage_url = trailingslashit( get_bloginfo( 'url' ) );

	// Exclude 404 and homepage
	if( is_404() or $item->url == $homepage_url ) return $classes;
	if ( strstr( $current_url, $item->url) ) {
		// Add the 'current page' class to the <li>
		$classes[] = 'current_page';
	}
	return $classes;
}

function current_url() {
	// Protocol
	$url = ( 'on' == $_SERVER['HTTPS'] ) ? 'https://' : 'http://';
	$url .= $_SERVER['SERVER_NAME'];

	// Port
	$url .= ( '80' == $_SERVER['SERVER_PORT'] ) ? '' : ':' . $_SERVER['SERVER_PORT'];
	$url .= $_SERVER['REQUEST_URI'];

	return trailingslashit( $url );
}

?>