Thank you all for your help.
I tried what had been said here and things look better now. I could get contact with her and start touching her head and body without making her running like a roadrunner (yes, the one with the meep meep...).
She slowly approaches me to sniff and I am happy
Oh, that is wonderful! Congratulations! It looks like she is really trusting you now! Once you gain that trust with a foal you can do basically anything with them. It is so important for a foal to learn to trust people early, as it is so much easier to train them while little than when large horses. I really like the name Ruby too. That is a really sweet name for her.