Did you learn it formally, or from other children? It was taught as a singing game in (UK) schools as late as the 1950s and '60s (see thread  'Singing Together' 1958 UK ); perhaps from versions published by Alice Gomme and/or Cecil Sharp.

Incidentally, another version, 'Sir Roger is Dead' was printed in the Journal (ref above) with actions indicated; it was noted at Worksworth (Wirksworth), Derbyshire.