Financial Instruments	12 Months Ended
Jun. 30, 2018
Financial Instruments, Owned, at Fair Value [Abstract]
Financial Instruments Disclosure [Text Block]	FINANCIAL INSTRUMENTS The methods used to estimate the fair value of our financial instruments are as follows: Cash and Equivalents, Current Maturities of Long-Term Debt and Notes Payable to Banks The carrying amounts approximate their fair value because of the short maturity of the instruments. Long-Term Debt, Including Current Maturities Fixed rate debt had a fair market value of $996.4 million and $704.0 million at June 30, 2018 and 2017, respectively. The fair value is determined based on the quoted market price of this debt as of June 30 and were classified in Level 2 of the fair value hierarchy. Foreign Exchange Contracts The notional amount of outstanding foreign exchange contracts, translated at current exchange rates, was $62.9 million and $75.3 million at June 30, 2018 and 2017, respectively. We would have received $0.8 million and would have paid $0.8 million at June 30, 2018 and 2017, respectively, to settle these contracts representing the fair value of these agreements. The carrying value equaled the fair value for these contracts at June 30, 2018 and 2017. Fair value was estimated based on quoted market prices of comparable instruments. Concentrations of Credit Risk Financial instruments that potentially subject us to concentrations of credit risk consist primarily of temporary cash investments and trade receivables. By policy, we make temporary cash investments with high credit quality financial institutions and limit the amount of exposure to any one financial institution. With respect to trade receivables, concentrations of credit risk are significantly reduced because we serve numerous customers in many industries and geographic areas. We are exposed to counterparty credit risk for nonperformance of derivatives and, in the unlikely event of nonperformance, to market risk for changes in interest and currency exchange rates, as well as settlement risk. We manage exposure to counterparty credit risk through credit standards, diversification of counterparties and procedures to monitor concentrations of credit risk. We do not anticipate nonperformance by any of the counterparties. As of June 30, 2018 and 2017, we had no significant concentrations of credit risk.

FINANCIAL INSTRUMENTS

The methods used to estimate the fair value of our financial instruments are as follows:

Cash and Equivalents, Current Maturities of Long-Term Debt and Notes Payable to Banks The carrying amounts approximate their fair value because of the short maturity of the instruments.

Long-Term Debt, Including Current Maturities Fixed rate debt had a fair market value of $996.4 million and $704.0 million at June 30, 2018 and 2017, respectively. The fair value is determined based on the quoted market price of this debt as of June 30 and were classified in Level 2 of the fair value hierarchy.

Foreign Exchange Contracts The notional amount of outstanding foreign exchange contracts, translated at current exchange rates, was $62.9 million and $75.3 million at June 30, 2018 and 2017, respectively. We would have received $0.8 million and would have paid $0.8 million at June 30, 2018 and 2017, respectively, to settle these contracts representing the fair value of these agreements. The carrying value equaled the fair value for these contracts at June 30, 2018 and 2017. Fair value was estimated based on quoted market prices of comparable instruments.

Concentrations of Credit Risk Financial instruments that potentially subject us to concentrations of credit risk consist primarily of temporary cash investments and trade receivables. By policy, we make temporary cash investments with high credit quality financial institutions and limit the amount of exposure to any one financial institution. With respect to trade receivables, concentrations of credit risk are significantly reduced because we serve numerous customers in many industries and geographic areas.

We are exposed to counterparty credit risk for nonperformance of derivatives and, in the unlikely event of nonperformance, to market risk for changes in interest and currency exchange rates, as well as settlement risk. We manage exposure to counterparty credit risk through credit standards, diversification of counterparties and procedures to monitor concentrations of credit risk. We do not anticipate nonperformance by any of the counterparties. As of June 30, 2018 and 2017, we had no significant concentrations of credit risk.