| **Financial Instruments and Commodity Contracts**                       | 6 Months Ended                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               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| **Derivative Instruments and Hedging Activities Disclosure [Abstract]** |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              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| Financial Instruments and Commodity Contracts                           | Financial Instruments and Commodity ContractsDerivative Financial InstrumentsWe use derivative financial instruments as part of our overall interest rate, foreign currency, and commodity risk management strategies to reduce our interest rate exposure, reduce exchange rate risk for transactional exposures denominated in currencies other than the functional currency, and minimize the effect of commodity price volatility. From time to time, we use foreign currency forward and option contracts to manage the risk of exchange rate movements that would affect the value of our foreign currency cash flows. Foreign currency exchange rate movements create a degree of risk by affecting the value of sales made and costs incurred in currencies other than the functional currency. In addition, we also use commodity forward contracts to manage our exposure to variability in certain commodity prices. We generally do not enter into derivative financial instruments for speculative or trading purposes and did not during the three and six months ended April 30, 2016 and 2015. None of our derivatives qualified for hedge accounting treatment during the three and six months ended April 30, 2016 and 2015.The majority of our derivative contracts are transacted under International Swaps and Derivatives Association ("ISDA") master agreements. Each agreement permits the net settlement of amounts owed in the event of default or certain other termination events. For derivative financial instruments, we have elected not to offset derivative positions in the balance sheet with the same counterparty under the same agreement. Collateral is generally not required to be provided by our counter-parties for derivative contracts. However, certain of our derivative contracts contain provisions that require us to provide collateral if certain loss thresholds are exceeded. Collateral of $2 million was provided as of April 30, 2016 and $1 million of collateral was provided as of October 31, 2015. We manage exposure to counter-party credit risk by entering into derivative financial instruments with various major financial institutions that can be expected to fully perform under the terms of such instruments. We do not anticipate nonperformance by any of the counter-parties. Our exposure to credit risk in the event of nonperformance by the counter-parties is limited to those assets that have been recorded, but have not yet been received in cash. At April 30, 2016 and October 31, 2015, our exposure to the credit risk of others was $6 million and $1 million, respectively. The following table presents the location and amount of loss (gain) recognized in our Consolidated Statements of Operations related to derivatives:   Three Months Ended April 30, Six Months Ended April 30,(in millions)Location in Consolidated                                                                                                                                                             Statements of Operations 2016 2015 2016 2015Cross currency swapsOther income, net $— $1 $— $3Foreign currency contractsOther income, net 5 — 4 1Commodity forward contractsCosts of products sold (7) (5) (2) 5Total (income) loss $(2) $(4) $2 $9Foreign Currency ContractsDuring 2016 and 2015, we entered into foreign exchange forward and option contracts as economic hedges of anticipated cash flows denominated in Brazilian Reais, Euros, Canadian Dollars, and Mexican Pesos. All contracts were entered into to protect against the risk that the eventual cash flows resulting from certain transactions would be affected by changes in exchange rates between the U.S. Dollar and the respective foreign currency. The following table presents the outstanding foreign currency contracts as of April 30, 2016 and October 31, 2015:(in millions)Currency Notional Amount MaturityAs of April 30, 2016     Forward exchange contractEUR €19 April 2016 - October 2016(A)Forward exchange contractCAD C$75 April 2016 - September 2016(B)Forward exchange contractMXN ₱868 April 2016 - May 2016(C)As of October 31, 2015     Forward exchange contractEUR €30 November 2015 - October 2016(D)Forward exchange contractCAD C$25 November 2015Forward exchange contractMXN ₱1,270 November 2015_________________________(A)    Forward exchange contracts of €3 million matured in April 2016 but settled in May 2016, €4 million matured in May 2016, €4 million mature in June 2016, and €2 million mature each month from July 2016 through October 2016.(B)    Forward exchange contracts of C$15 million matured in April 2016 but settled in May 2016, C$15 million matured in May 2016, C$15 million mature in June and July 2016, C$10 million mature in August 2016, and C$5 million mature in September 2016.(C)       Forward exchange contracts of ₱436 million matured in April 2016 but settled in May 2016 and ₱432 million matured in May 2016.(D)    Forward exchange contracts of €2 million settled in November 2015, €3 million matured in November 2015, €3 million matured in December 2015, €4 million matured in January 2016, and €2 million mature each month from February 2016 through October 2016.Commodity Forward ContractsDuring 2016 and 2015, we entered into commodity forward contracts as economic hedges of our exposure to variability in commodity prices for diesel fuel and steel. As of April 30, 2016, we had outstanding diesel fuel contracts with aggregate notional values of $18 million and outstanding steel contracts with aggregate notional values of $18 million. The commodity forward contracts have various maturity dates through March 31, 2017. As of October 31, 2015, we had outstanding diesel fuel contracts with aggregate notional values of $24 million and outstanding steel contracts with aggregate notional values of $6 million. All of these contracts were entered into to protect against the risk that the eventual cash flows related to purchases of the commodities will be affected by changes in prices.Interest-Rate ContractsFrom time to time, we enter into various interest-rate contracts, interest rate caps, and cross currency swaps. As of both April 30, 2016 and October 31, 2015, there were no outstanding cross currency swaps. We are exposed to interest rate and exchange rate risk as a result of our borrowing activities. The objective of these contracts is to mitigate fluctuations in earnings, cash flows, and fair value of borrowings. Our Mexican financial services operation uses interest rate caps and cross currency swaps to protect against the potential of rising interest rates as required by the terms of its variable-rate asset-backed securities, and fluctuations in the value of the peso, as required under our Mexican bank credit facilities. As of April 30, 2016 and October 31, 2015, the notional amount of our outstanding interest rate caps at our Mexican financial services operation was $141 million and $108 million, respectively. |

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The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.
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