cursor.statement provides the statement passed but there's no track of the values or the final mogrified query executed by the client. I couldn't find anything else in the cursor that gave any related information on the query.
cursor.statement - "SELECT `value` FROM `tabSingles` WHERE `doctype`=%(param1)s AND `field`=%(param2)s"
Given the query may be generated by the client anyway, it would be nifty to have something like the following which clients like psycopg2 and pymysql offer.
cursor.query - "SELECT `value` FROM `tabSingles` WHERE `doctype`='System Settings' AND `field`='app_name'"