Grate peel of orange; reserve. Peel oranges and discard white membranes. Separate oranges into sections and place half in a food processor or blender. To the food processor add half of the cranberries, apples and celery. Process until coarsely chopped. Transfer to a bowl; repeat with remaining oranges, cranberries, apples and celery. Stir in sugar and reserved orange peel. Cover and refrigerate overnight.
