How do I continue watching an episode in Apple TV and/or see my history so I can pick up where I left off?

When I stop watching an episode from a series on Apple TV before it ends I can't pick up where I left off when I start Apple TV again e.g. the next day? I am surely doing something wrong as it is hard to believe that a company like Apple with such fantastic products would have 'forgotten' a basic feature like this? Can somebody tell me how to get this right, please?