Quarter the grapefruit and remove rind. Disard the seeds and remove the pulp from the membranes. Cut oranges in quarters; remove the rind and add orange pulp to the grapefruit. Scrape the orange pith from the orange rinds. Cut the rinds into fine strips. Cut the grapefruit rinds the same way. Quarter the limes or lemons and slice vertically into thin strips, rind and all. Remove seeds.
Put all the pulp and rinds into a large pot with the water and bring to a boil; reduce heat and simmer 20 to 30 minutes. Remove from the heat and let stand for 12 hours or overnight. Add the sugar and boil rapidly 45 to sixty minutes, until liquid reaches the jelly stage (220 to 225 degrees). As the water evaporates, stir frequently to prevent scorching. Add Cointreau or any orange liqueur if desired. Ladle into scalded jars. Yields about three pints.