This letter presents a Wi-Fi compliant self-interference (SI) active cancellation (AC) technique for amplify and forward full-duplex relay (AF-FDR) utilizing orthogonal frequency division multiplexing. First, we describe the system model of AF-FDR, where the relay transparently extends the range of the main access point (AP) to reach a station located outside the AP's radio coverage. We highlight the SI (and its suppression) impact on FDR, due to simultaneous transmission/reception on the same frequency. We then present a novel Wi-Fi compliant estimation technique of the SI channel and its delay parameters, which are later used for AC, achieving SI suppression of up to an additional 35 dB. The proposed AF-FDR system is simulated in a fading channel environment with Doppler frequency of up to 10 Hz. Simulation results show cancellation gains within 1 dB of static channels with an SI training overhead of 1.5%.