AirPlay icon doesn't show up in menu bar

I have a mid 2012 MacBook Pro with Yosemite 10.10.1
I can use AirPlay and my 3rd gen Apple TV with itunes but the AirPlay icon won't show up in the menu bar.
I have ticked "Show mirroring options in the menu bar..." and both laptop and Apple Tv are on the same network. Apple TV software is up do date. But still no AirPlay icon in the menu bar.
What do I need to do to fix this?

Troubleshooting AirPlay:
http://support.apple.com/en-us/TS4215

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