Error: Failed to construct 'XMLHttpRequest': Please use the 'new' operator, this DOM object constructor cannot be called as a function.

$("#saveSig").click(function saveSig() {
    //encode URI
    var sigData = encodeURIComponent(canvas.toDataURL("image/png"));
    $("#imgData").html('Thank you! Your signature was saved');
    var ajax = XMLHttpRequest();
    ajax.open("POST", 'sign/signature.php');
    ajax.setRequestHeader('Content-Type', 'application/upload');
    ajax.send(sigData);
    $('#debug').html(sigData);
});