Before you set the trap, what are your plans for whatever you catch in it? Plan on relocation NOT being an option. Bad plan all around. So, that means calling animal control if that's an option in your area, or killing it. If killing it is the only thing you can do, how do you plan on doing it? CAN you do it? Think it through before you set the trap.
ETA - I don't trap, so I have no idea what to do with the fox. DH has caught them with leg-holds, but around here they're pretty hard to catch. We're in a rural area so they're not used to much human presence or smell like they would be in the city or suburbs. I have read that people use marshmallows to catch coons in live traps. Good luck!