You can use this to your advantage by setting the anchor. I'd never give a dollar figure but I would give an acceptable range. At my current position there's a variable comp component based on personal and company performance; this is a legitimate opportunity to give a forward-looking optimistic range: "Looking towards the next year, if I meet performance metrics similar to what I've demonstrated in the past I will be somewhere in the range of x and y".

>> I never mention who my current employer is either

Why is this? It's typically the most relevant information to a new position, and usually trivial to determine without you volunteering it.