Squeeze the juice from the orange and set the juice aside. Remove and discard the membrane from inside the orange rind and cut the rind into small dice, you don't need much only about 1/4 of an orange rind. In a small saucepan over high heat, combine the rind and the water and bring to a boil. Cook for 10 minutes, then drain and set aside rind pieces.
Peel, core and quarter apple. Cut into 1/2 inch dice and place in saucepan. Sort the cranberries, discading any soft ones. Add to the apples along with the orange juice, orange rind, sugar, cinnamon and cloves. Bring to a boil over high heat, reduce the heat to low and cover the pan partially. Simmer gently, stirring occasionally, until the sauce thickens, the apple is tender and the cranberries have burst, 10-15 minutes.