Maximum percentage of cash flow hedge coverage as defined by policy.

No definition available.

Name:	fosl_CashFlowHedgeCoveragePercentage
Namespace Prefix:	fosl_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

+ Details

Name:	invest_DerivativeNotionalAmount
Namespace Prefix:	invest_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

Name:	us-gaap_DebtInstrumentDescriptionOfVariableRateBasis
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAmountOfHedgedItem
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

High end period remaining until maturity for the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeHigherRemainingMaturityRange1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1),(2)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Details

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeRemainingMaturity1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Definition

Net income after adjustments for dividends on preferred stock (declared in the period) and/or cumulative preferred stock (accumulated for the period).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=7655603&loc=d3e1377-109256

+ Details

Name:	us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

DERIVATIVES AND RISK MANAGEMENT (Details)	3 Months Ended		6 Months Ended																	6 Months Ended
DERIVATIVES AND RISK MANAGEMENT (Details)	Jul. 05, 2014 USD ($)	Jun. 29, 2013 USD ($)	Jul. 05, 2014 USD ($)	Jun. 29, 2013 USD ($)	Jul. 05, 2014 Forward Contracts Amount Reclassified from AOCI USD ($)	Jun. 29, 2013 Forward Contracts Amount Reclassified from AOCI USD ($)	Apr. 05, 2014 Foreign exchange forward contracts Net Investment Hedges EUR (€)	Jul. 05, 2014 Foreign exchange forward contracts Designated Euro USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated Euro EUR (€)	Jul. 05, 2014 Foreign exchange forward contracts Designated British Pound USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated British Pound GBP (£)	Jul. 05, 2014 Foreign exchange forward contracts Designated Canadian Dollar USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated Canadian Dollar CAD	Jul. 05, 2014 Foreign exchange forward contracts Designated Japanese Yen USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated Japanese Yen JPY (¥)	Jul. 05, 2014 Foreign exchange forward contracts Designated Australian Dollar USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated Australian Dollar AUD	Jul. 05, 2014 Foreign exchange forward contracts Designated Mexican Peso USD ($)	Jul. 05, 2014 Foreign exchange forward contracts Designated Mexican Peso MXN	Jul. 05, 2014 Interest rate swap Designated	Jul. 05, 2014 Interest rate swap Term loan Designated USD ($)
DERIVATIVES AND RISK MANAGEMENT
Maximum period of future intercompany purchases			18 months
Forecasted purchases to manage fluctuations (as a percent)	65.00%		65.00%
Hedges resulted ineffectiveness	$ 0	$ 0	$ 0	$ 0
Derivatives
Gains or losses reclassified into earnings	52,517,000	67,713,000	118,860,000	139,900,000	0	0
Notional amount								247,000,000	181,700,000	46,000,000	28,200,000	31,300,000	33,800,000	23,700,000	2,370,000,000	13,500,000	14,800,000	12,900,000	171,000,000
Term of interest rate swap agreement																				5 years
Fixed interest rate swap (as a percent)																				1.288%
Description of base rate																					1-month LIBOR
Hedged amount							€ 25,000,000														$ 250,000,000