DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
	Jun. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2011	Jun. 30, 2011	Jun. 30, 2012 Forward Contracts Sell Foreign Currencies [Member]	Dec. 31, 2011 Forward Contracts Sell Foreign Currencies [Member]	Jun. 30, 2011 Forward Contracts Sell Foreign Currencies [Member]	Dec. 31, 2011 Variable Interest Rate Swaps $75M [Member]	Jan. 31, 2009 Variable Interest Rate Swaps $75M [Member]	Dec. 31, 2011 Fixed Interest Rate Swap $75M [Member]	Jun. 30, 2012 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Dec. 31, 2011 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Jun. 30, 2011 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Jun. 30, 2012 Variable Interest Rate Swaps $125M [Member]	Oct. 31, 2011 Variable Interest Rate Swaps $125M [Member]	Jun. 30, 2012 Fixed Interest Rate Swaps $125M [Member]
Derivative [Line Items]
Notional amount						$ 8.1	$ 0	$ 0	$ 75.0		$ 75.0	$ 0	$ 80.8	$ 218.0	$ 125.0		$ 125.0
Amount of gain included in current installments of long-term debt										7.9					9.4	11.0
Cash flow hedges [Abstract]
Amount of commodity forward contracts with Wells Fargo	83.7	83.7
Loss if all open futures contracts were settled	6.6	6.6
Approximate amount of deferred losses would be reclassified into earnings during the next twelve months		4.9
Fair value hedges [Abstract]
Amount of terminated interest rate swaps on our industrial revenue bonds	73.1	73.1	7.7
Gain on terminated interest rate swaps on our industrial revenue bonds	2.2	2.2	0.2
Gain on terminated interest rate swaps on recognized in interest expense upon redemption of our industrial revenue bonds	0.2
Credit risk and collateral [Abstract]
Amounts recognized in other current assets or (accrued liabilities) for cash collateral provided by us to counterparties.	$ (1.1)	$ (1.1)		$ (3.9)	$ 0.3