A Fox Squirrel cautiously considering my approach at the UTSWMC rookery in Dallas, Texas.
Wikipedia has this to say about Fox Squirrels:
Eastern fox squirrels use leaf nests or tree cavities for shelter and litter rearing. Forest stands dominated by mature to over mature trees provide cavities and a sufficient number of sites for leaf nests to meet the cover requirements. Overstory trees with an average d.b.h. of 15 inches (38 cm) or more generally provide adequate cover and reproductive habitat. Optimum tree canopy closure for eastern fox squirrels is from 20% to 60%. Optimum conditions understory closure occur when the shrub-crown closure is 30% or less.