In the editor i did:
GameObject > UI > Image
On the Canvas i changed the Render Mode to Screen Space - Camera.
It created a Canvas and a child Image in the Hierarchy. Then i changed the Image source to UISprite changed the color to red also added to it a material in red.
I can't changed the Canvas anchors not sure why.
The Image rect transform anchors is set to the center.
I don't have a Main Camera the only camera i have is on the FirstPersonController (The FirstPersonController is a child of a FPSController).
But still the red dot/circle is a bit to the left not in center.
Screenshot of the Canvas:
And two screenshots of the Image: