Note 9 - Derivative Instruments: (Detail) (USD $) In Millions, unless otherwise specified	1 Months Ended	3 Months Ended	9 Months Ended	21 Months Ended
Jun. 30, 2012	Sep. 30, 2012	Sep. 30, 2012	Sep. 30, 2012
Nickel Swap				During 2012 and 2011, the Company entered into nickel swaps indexed to the London Metal Exchange (LME) price of nickel with third-party brokers.The nickel swaps are treated as derivatives for accounting purposes.The Company entered into the swaps to mitigate its customers' risk of volatility in the price of nickel.The nickel swaps vary in length from nine to 21 months and are settled with the broker at maturity.The nickel swaps settle on a monthly basis from December 2012 through November 2013.The economic benefit or loss arising from the changes in fair value of the swaps is contractually passed through to the customer.The primary risk associated with the nickel swaps is the ability of customers or third-party brokers to honor their agreements with the Company related to derivative instruments.If the customer or third-party brokers are unable to honor their agreements, the Company's risk of loss is the fair value of the nickel swap
Interest Rate Swap			CTI entered into an interest rate swap to reduce the impact of changes in interest rates on its IRB.The swap agreement matures April 2018, the same time as the IRB, but is reduced annually by the amount of the principal payments on the IRB.Although the Company is exposed to credit loss in the event of nonperformance by the other parties to the interest rate swap agreement, the Company anticipates performance by the counterparties.The interest rate swap is not treated as a hedging instrument for accounting purposes
Fixed Interest Rate Hedge Description	In June 2012, the Company entered into a forward starting fixed rate interest rate hedge commencing July 2013 in order to eliminate the variability of cash interest payments on $53 million of the outstanding LIBOR-based borrowings under the ABL Credit Facility.The hedge matures on June 1, 2016 and is reduced monthly by the principal payments on the term loan.The fixed rate interest rate hedge is accounted for as a cash flow hedging instrument for accounting purposes	In June 2012, the Company entered into a forward starting fixed rate interest rate hedge commencing July 2013 in order to eliminate the variability of cash interest payments on $53 million of the outstanding LIBOR based borrowings under the ABL Credit Facility.The hedge matures on June 1, 2016 and is reduced monthly by the principal payments on the term loan.The fixed rate interest rate hedge is accounted for as a cash flow hedging instrument for accounting purposes.The fair value of the interest rate hedge of $923 thousand, net of tax of $355 thousand is included in "Accumulated other comprehensive loss" on the Consolidated Balance Sheets at September 30, 2012
Line of Credit Facility, Amount Outstanding (in Dollars)		$ 26	$ 26	$ 26
ABL Credit Facility [Member]
Line of Credit Facility, Amount Outstanding (in Dollars)		$ 53	$ 53	$ 53

Note 9 - Derivative Instruments: (Detail) (USD $)
In Millions, unless otherwise specified

1 Months Ended

3 Months Ended

9 Months Ended

21 Months Ended

Jun. 30, 2012

Sep. 30, 2012

During 2012 and 2011, the Company entered into nickel swaps indexed to the London Metal Exchange (LME) price of nickel with third-party brokers.The nickel swaps are treated as derivatives for accounting purposes.The Company entered into the swaps to mitigate its customers' risk of volatility in the price of nickel.The nickel swaps vary in length from nine to 21 months and are settled with the broker at maturity.The nickel swaps settle on a monthly basis from December 2012 through November 2013.The economic benefit or loss arising from the changes in fair value of the swaps is contractually passed through to the customer.The primary risk associated with the nickel swaps is the ability of customers or third-party brokers to honor their agreements with the Company related to derivative instruments.If the customer or third-party brokers are unable to honor their agreements, the Company's risk of loss is the fair value of the nickel swap

Interest Rate Swap

CTI entered into an interest rate swap to reduce the impact of changes in interest rates on its IRB.The swap agreement matures April 2018, the same time as the IRB, but is reduced annually by the amount of the principal payments on the IRB.Although the Company is exposed to credit loss in the event of nonperformance by the other parties to the interest rate swap agreement, the Company anticipates performance by the counterparties.The interest rate swap is not treated as a hedging instrument for accounting purposes

Fixed Interest Rate Hedge Description

In June 2012, the Company entered into a forward starting fixed rate interest rate hedge commencing July 2013 in order to eliminate the variability of cash interest payments on $53 million of the outstanding LIBOR-based borrowings under the ABL Credit Facility.The hedge matures on June 1, 2016 and is reduced monthly by the principal payments on the term loan.The fixed rate interest rate hedge is accounted for as a cash flow hedging instrument for accounting purposes

In June 2012, the Company entered into a forward starting fixed rate interest rate hedge commencing July 2013 in order to eliminate the variability of cash interest payments on $53 million of the outstanding LIBOR based borrowings under the ABL Credit Facility.The hedge matures on June 1, 2016 and is reduced monthly by the principal payments on the term loan.The fixed rate interest rate hedge is accounted for as a cash flow hedging instrument for accounting purposes.The fair value of the interest rate hedge of $923 thousand, net of tax of $355 thousand is included in "Accumulated other comprehensive loss" on the Consolidated Balance Sheets at September 30, 2012

Line of Credit Facility, Amount Outstanding (in Dollars)

$ 26

ABL Credit Facility [Member]

Line of Credit Facility, Amount Outstanding (in Dollars)

$ 53