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Financial Instruments and Fair Value Measurements (Tables)
 12 Months Ended
Dec. 31, 2012
Fair Value Disclosures [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The notional amounts and fair values of derivative instruments in the consolidated balance sheets were as follows:

 

                Prepaid expenses and other              
                current assets / other     Accrued expenses and other  
    Notional amounts (A)     long-term assets     current liabilities  
    December 31,     December 31,     December 31,  
    2012     2011     2012     2011     2012     2011  
Derivatives designated as hedging instruments:                     `                          
Cash Flow Hedges:                                                
Forward currency contracts   $ 36,500     $ 55,000     $ 1,800     $ -     $ -     $ 4,158  
Fixed price commodity contracts     2,436       6,500       340       -       -       3,564  
                                                 
Fair Value Hedge:                                                
Interest rate swap contract   $ 45,000     $ 45,000     $ 2,212     $ 1,078     $ -     $ -  
                                                 
Derivatives not designated as hedging instruments:                                                
Forward currency contracts   $ 12,643     $ 25,894     $ -     $ 2     $ 191     $ -  

 

(A)     Notional amounts represent the gross contract / notional amount of the derivatives outstanding.
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

Amounts recorded for the cash flow hedges in other comprehensive income (loss) in shareholders’ equity and in net income for the years ended December 31 were as follows:

 

    Gain recorded
in other
comprehensive
income		     Loss recorded in
other
comprehensive
income		     Loss reclassified
from other
comprehensive
income into net
income		     Loss reclassified
from other
comprehensive
income into net
income		  
    2012     2011     2012     2011  
Derivatives designated as cash flow hedges:                                
Forward currency contracts   $ 5,717     $ (7,118 )   $ (241 )   $ (2,960 )
Fixed price commodity contracts     1,389       (4,686 )     (2,515 )     (1,122 )
Total derivatives designated as cash flow hedges   $ 7,106     $ (11,804 )   $ (2,756 )   $ (4,082 )
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

The following table presents our assets and liabilities that are measured at fair value on a recurring basis and are categorized using the fair value hierarchy. The fair value hierarchy has three levels based on the reliability of the inputs used to determine fair value.

 

                      December 31,     December 31,  
          2012     2011  
          Fair value estimated using        
    Fair value     Level 1 inputs (A)     Level 2 inputs (B)     Level 3 inputs (C)     Fair value  
                               
Financial assets carried at fair value:                                        
Interest rate swap contract   $ 2,212     $ -     $ 2,212     $ -     $ 1,078  
Forward currency contracts     1,800       -       1,800       -       2  
Fixed price commodity contracts     340       -       340       -       -  
                                         
Total financial assets carried at fair value   $ 4,352     $ -     $ 4,352     $ -     $ 1,080  
                                         
Financial liabilities carried at fair value:                                        
Forward currency contracts   $ 191     $ -     $ 191     $ -     $ 4,158  
Fixed price commodity contracts     -       -       -       -       3,564  
                                         
Total financial liabilities carried at fair value   $ 191     $ -     $ 191     $ -     $ 7,722  

 

(A) Fair values estimated using Level 1 inputs, which consist of quoted prices in active markets for identical assets or liabilities that the Company has the ability to access at the measurement date. The Company did not have any fair value estimates using Level 1 inputs at December 31, 2012 or 2011.

 

(B) Fair values estimated using Level 2 inputs, other than quoted prices, that are observable for the asset or liability, either directly or indirectly and include among other things, quoted prices for similar assets or liabilities in markets that are active or inactive as well as inputs other than quoted prices that are observable. For forward currency, fixed price commodity and interest rate swap contracts, inputs include foreign currency exchange rates, commodity indexes and the six-month forward LIBOR.

 

(C) Fair values estimated using Level 3 inputs consist of significant unobservable inputs. The Company did not have any fair value estimates using Level 3 inputs at December 31, 2012 or 2011.