The one I use for embroidery is called "Infinity". Any ideas?

a circle font

You can use Abode by Jacob King

Do you mean Monogram Font like this?
http://www.fontbros.com/families/keepsake-monograms/styles/oval

I use several from different embroidery design shops and when I put 3 initials together it forms a circle but the initials separate. Thanks in advance for your help.