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Obviously, only SELECTs are cached, and generally the results are cached if the query is actually cacheable (some aren't - like those using dynamic functions - Date() etc) and the size of the results fall within appropriate parameters as specified by the cache settings.
Sorry, that does not help much, but I personally don't know of a way of finding this information out.
That script looks useful but it's an .exe so won't execute on my server ;)