In that situation, you can use either "one" or "another". They have the same meaning, and neither one is really more right or wrong than the other.
In some cases, the use of "another" can be useful to emphasize that you are not talking about the same person/people you just mentioned. In this case, it's not necessary because you're stating things which are mutually exclusive (there's no way that the same student would be both "from America" and "from Australia" at the same time, so it's obvious they have to be different people). However, if you were describing things that could potentially overlap, it might be different:
We have ten foreign students in our school. One is from America, one is Muslim, and four are women.
This sentence is fine, but it is a little unclear: It could mean that we just described six different people (all are different), or it could be that the person from America is also the one who is Muslim, or it could even be that there's a Muslim woman from America (plus three other women). On the other hand:
We have ten foreign students in our school. One is from America, another is Muslim, and four others are women.
This makes it very clear that the Muslim person is not the same one as the one from America, and that the four women do not include either the American or the Muslim we just mentioned.