We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions vanishes. Far from the edge, near the center of the trap (the so called "bulk regime"), physical properties of the fermions have traditionally been understood using the Local Density Approximation. However, this approximation drastically fails near the edge where the density vanishes. In this paper we show that, even near the edge, novel universal properties emerge, independently of the details of the confining potential. We show that for large $N$, these fermions in a confining trap, in arbitrary dimensions and at finite temperature, form a determinantal point process. As a result, any $n$-point correlation function can be expressed as an $n \times n$ determinant whose entry is called the kernel. Near the edge, we derive the large $N$ scaling form of the kernels. In $d=1$ and $T=0$, this reduces to the so called Airy kernel, that appears in the Gaussian Unitary Ensemble (GUE) of random matrix theory. In $d=1$ and $T>0$ we show a remarkable connection between our kernel and the one appearing in the $1+1$-dimensional Kardar-Parisi-Zhang equation at finite time. Consequently our result provides a finite $T$ generalization of the Tracy-Widom distribution, that describes the fluctuations of the rightmost fermion at $T=0$. In $d>1$ and $T \geq 0$, while the connection to GUE no longer holds, the process is still determinantal whose analysis provides a new class of kernels, generalizing the $1d$ Airy kernel at $T=0$ obtained in random matrix theory. Some of our finite temperature results should be testable in present-day cold atom experiments, most notably our detailed predictions for the temperature dependence of the fluctuations near the edge.