COPY FROM file error: could not open file ... for reading: No such file or directory

I am trying to import data from csv file to a table, but COPY command
fails with "No such file or directory" error message - despite the fact
that the file I am trying to read is definitely there. See below.

Apparently (as a novice :) I am missing something - your help will be
highly appreciated.

Best regards,
Ryszard

$ more import_from_csv.sql
CREATE TABLE addr
(STREET varchar, CITY varchar, STATE char(2), ZIP char(10));
COPY addr FROM 'addr.csv' DELIMITER ',' CSV;
$ psql -U postgres -c 'drop table addr'
DROP TABLE
$ wc -l addr.csv
2 addr.csv
$ psql -U postgres -f import_from_csv.sql
CREATE TABLE
*psql:import_from_csv.sql:3: ERROR: could not open file "addr.csv" for
reading: No such file or directory*
$ psql --version
psql (PostgreSQL) 9.3.4
$ cat /etc/lsb-release
DISTRIB_ID=Ubuntu
DISTRIB_RELEASE=14.04
DISTRIB_CODENAME=trusty
DISTRIB_DESCRIPTION="Ubuntu 14.04 LTS"
$