Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions			3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 28, 2020 USD ($)	Feb. 12, 2016 USD ($) item	Jun. 28, 2020 USD ($)	Jun. 30, 2019 USD ($)	Jun. 28, 2020 USD ($)	Jun. 30, 2019 USD ($)	Dec. 31, 2019	Apr. 24, 2020 USD ($)	Apr. 23, 2020 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts					60.00%
Period of projected intercompany purchase transactions					12 months		12 months
Amount of Gain or (Loss) Recognized in Income on Derivatives
Cash flow hedges			$ (0.3)	$ (2.4)	$ (1.2)	$ (3.7)
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts							70.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts							80.00%
Credit Agreement
Interest Rate Swaps
Borrowing capacity								$ 100.0
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount		$ 300.0
Amount drawn					300.0
Revolving credit facility
Interest Rate Swaps
Amount drawn					265.0
Borrowing capacity		$ 500.0						$ 800.0	$ 500.0
Forward exchange contracts | Designated
Interest Rate Swaps
Derivative outstanding	$ 0.1		0.1		0.1
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified					$ (0.3)
Period of time for expected reclassification					12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount	11.4		11.4		$ 11.4
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount	7.3		7.3		7.3
Interest Rate Swaps
Interest Rate Swaps
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion	$ 1.2
Gain (loss) reclassified from other comprehensive income			$ 0.3
Interest expense recognized for mark-to-market valuation changes					$ (0.4)
Interest Rate Swaps | Non designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate								1.00%
Interest Rate Swaps | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item		2
Derivative fixed interest rate		1.31375%
Derivative notional amount		$ 225.0
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate		0.00%							0.00%