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To create an image with transparent background open Figure Properties
or Fit Plot Properties
dialog window and uncheck Fill Canvas
box in Canvas
tab.
The background of transparent Figures and Fit Plots is shown by a grey chequerboard. If you are preparing a picture for a dark background you can change the colour of chequerboard to dark grey by selecting View → Transparency Checkerboard
in main menu.
In case of transparent background you can set the preview background colour in Image Preview
window.