InteractivePlot.py

import numpy as np 
import matplotlib.pyplot as plt 

def motion(event):  
    x = event.xdata
    y = event.ydata
    if (x is  None) or (y is  None):
        return
    ln.set_data(x,y)
    print('(x,y) = (%.2f,%.2f)' % (x,y))
    plt.draw()

plt.figure()
ln, = plt.plot([],[],'x',markersize=10)

plt.xlim([-1,1])
plt.ylim([-1,1])
plt.grid()

plt.connect('motion_notify_event', motion)
plt.show()

InteractivePlot2.py

import numpy as np 
import matplotlib.pyplot as plt 

def motion(event):  
    x = event.xdata
    y = event.ydata

    ln.set_data(x,y)
    plt.draw()

plt.figure()
ln, = plt.plot([],[],'x',markersize=10)

plt.connect('motion_notify_event', motion)
plt.show()