Combine squash, leeks, orange juice, brown sugar and cinnamon stick in a cake pan. Stir together and cover with foil. Roast in the oven at 450 degrees for 35-45 minutes in a standard oven.
Make roux using the butter and flour. Brown until sandy in color. Add chicken broth about 1/2 cup at a time, whisking to avoid lumps.
When squash mixture is finished roasting, remove cinnamon stick and add to chicken broth mixture.
Simmer over medium heat for 1 hour or until squash is falling apart. Blend with an immersion blender. Strain soup by pressing through a sieve. (Can be made a day prior to this point.).
Bring strained soup to medium heat. Temper cream with 1/2-3/4 cup of soup. Stirring to bring temperature up so it won't curdle, then stir into soup. Simmer over medium low to bring to temperature and serve!