How to add an active class to a custom menu widget?

Hi, I’d like to add an active class to menu items on a custom menu widget, so people can see which page they are on.

This is built into the default WP menus but I see no way to achieve this using a custom menu widget.

I know I could add it via jQuery manually, but I need this to be automated so the site admin can add menu items themselves – that automatically have an active class.

I hope someone can help, thanks