Rancher uses etcd as datastore. When using the Single Node Install, the embedded etcd will be used. The persistent data will be stored in /var/lib/rancher inside the container. You can bind mount a host volume to this location to preserve data on the host it is running on.
Command
docker run -d -p 80:80 -p 443:443 \ -v /host/rancher:/var/lib/rancher \ rancher/rancher