It changed to moderate without you doing anything??? Try turning your router on and off (mine switches back to moderate too sometimes). It doesn't affect your connection speed at all, but can it can prevent you from connecting to some people.
Yeah it was open for about the first week I had the game (got it 11/13) amd then it changed by itself to Moderate. I know for a fact that my roommate and I havent done anything to our wireless network, so I don't know why this happened.