Your Fox Terrier pees on you because he is afraid. He may not seem afraid, but dogs pee when they are scared or feel like they are disappointing you. Try not to yell at him or tell him no. Use a leash when you practice the command, "Come Here" so that you can help your dog sit down when he gets to you. When he sits, give him a treat, even if you helped him sit.
Read this page: Teaching Come Here
and have a friend help.
Practice a couple of times everyday. Your Fox Terrier will realize that good things happen when he sits.