Azure Redis connection: An existing connection was forcibly closed by the remote host

Question

I have an Azure Redis service up and running in cloud. When I try to connect to it seems that the connection was made, but when I try to PING or SET keys, I'll have an error says ERROR: An existing connection was forcibly closed by the remote host.

Redis connection

In Azure Redis it says that there is no firewall that blocks the connection, same story from my machine, nothing is blocking the connection...but is not working.

Thanks!