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Subsequent Events	3 Months Ended
Sep. 30, 2011
Subsequent Events	L. Subsequent Events On October 27, 2011, we purchased 20 forward contracts designated as cash flow hedges to protect against the foreign currency exchange risk inherent in a portion of our forecasted sales transactions denominated in Euros. The 20 contracts expire monthly beginning December 2011 and ending July 2013. The forward contracts had a notional amount of $9.3 million (EUR 6.6 million) and a weighted average forward rate of $1.42.

Subsequent Events

3 Months Ended

Sep. 30, 2011

L. Subsequent Events

On October 27, 2011, we purchased 20 forward contracts designated as cash flow hedges to protect against the foreign currency exchange risk inherent in a portion of our forecasted sales transactions denominated in Euros. The 20 contracts expire monthly beginning December 2011 and ending July 2013. The forward contracts had a notional amount of $9.3 million (EUR 6.6 million) and a weighted average forward rate of $1.42.