DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) (USD $) In Millions, unless otherwise specified	3 Months Ended	9 Months Ended
	Jun. 30, 2012	Sep. 30, 2012	Mar. 31, 2012	Dec. 31, 2011	Sep. 30, 2011	Sep. 30, 2012 Forward Contracts Buy Foreign Currencies [Member]	Dec. 31, 2011 Forward Contracts Buy Foreign Currencies [Member]	Sep. 30, 2011 Forward Contracts Buy Foreign Currencies [Member]	Sep. 30, 2012 Forward Contracts Sell Foreign Currencies [Member]	Dec. 31, 2011 Forward Contracts Sell Foreign Currencies [Member]	Sep. 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]	Sep. 30, 2012 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Dec. 31, 2011 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Sep. 30, 2011 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Sep. 30, 2012 Variable Interest Rate Swaps $125M [Member]	Oct. 31, 2011 Variable Interest Rate Swaps $125M [Member]	Sep. 30, 2012 Fixed Interest Rate Swaps $125M [Member]
Derivative [Line Items]
Notional amount						$ 0	$ 0	$ 0	$ 8.3	$ 0	$ 0	$ 75.0		$ 75.0	$ 0	$ 80.8	$ 218.0	$ 125.0		$ 125.0
Amount of gain included in long-term debt		2.0											7.9					8.9	11.0
Cash flow hedges [Abstract]
Amount of commodity forward contracts with Wells Fargo		85.6
Gain if all open futures contracts were settled		8.4
Approximate amount of deferred gains would be reclassified into earnings during the next twelve months		5.9
Fair value hedges [Abstract]
Amount of terminated interest rate swaps		73.1	7.7
Gain on terminated interest rate swaps		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.		$ 0		$ 3.9	$ 7.0