Add g:fzf_history_dir option

Close #176

doc/fzf-vim.txt

@@ -149,6 +149,12 @@ Global options~
       \ 'marker':  ['fg', 'Keyword'],
       \ 'spinner': ['fg', 'Label'],
       \ 'header':  ['fg', 'Comment'] }
+
+    " Enable per-command history.
+    " CTRL-N and CTRL-P will be automatically bound to next-history and
+    " previous-history instead of down and up. If you don't like the change,
+    " explicitly bind the keys to down and up in your $FZF_DEFAULT_OPTS.
+    let g:fzf_history_dir = '~/.fzf-history'
 <
 
 Command-local options~