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. 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.
Peel, core and quarter the apple. Cut into 1/2-inch dice and place in a saucepan. Sort the cranberries, discarding 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 to 15 minutes.
Transfer the cranberry sauce to a heatproof bowl and let cool for 1 hour before serving. Or cover and refrigerate; bring to room temperature before serving. Transfer the cranberry sauce to a sauceboat and pass at the table.