Stock Based Compensation Plans (Weighted-average fair values per share of stock options granted) (Details) - $ / shares	12 Months Ended
Oct. 31, 2019	Oct. 31, 2018	Oct. 31, 2017
Weighted-average grant date fair value
Weighted-average grant date fair value of options granted ($ per share)	$ 9.07	$ 10.55	$ 6.29
Black-Scholes option valuation model:
Dividend yield maximum		2.40%
Expected volatility		24.00%	25.00%
Expected volatility maximum	31.00%
Expected volatility minimum	24.00%
Risk-free interest rate maximum	3.10%	2.80%	2.30%
Risk-free interest rate minimum	2.60%	2.30%	1.70%
Expected life of options (in years)	7 years 2 months 12 days	7 years 2 months 12 days	7 years
Maximum [Member]
Black-Scholes option valuation model:
Dividend yield maximum	3.50%
Expected volatility			3.20%
Minimum [Member]
Black-Scholes option valuation model:
Dividend yield maximum	3.10%
Expected volatility			2.60%

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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No definition available.

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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