Prove the metric space is Complete.

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I am trying to solve the following question:
Question: Let $(X,d)$ be a metric space such that $d(A,B)>0$ for every pair of disjoint closed subsets $A$ and $B$. Show that $(X,d)$ is complete.
My Attempt :
Let $(x_n)_n$ be a Cauchy sequence with distinct terms in $X$ which is not convergent in $X$. Now I am trying to arrive a contradiction…and then our result will be done…!!!
To do this I consider the sets
$A=\{x_{2k}| k \in \mathbb{N} \}$ and $B=\{ x_{2k+1}|k \in \mathbb{N} \}$
then Cauchyness of $(x_n)_n$ imply $d(A, B)=0$ and also $A$ and $B$ are disjoint.
Now If A and B are closed sets then we are done…!!!!
But I cannot prove these sets to be closed in $X$.

I know the range set of a sequence is not closed, in general, in a metric space.
Am I on the right track to prove the theorem? If $A$ and $B$ are closed, how can I prove it here…? If this procedure is not in the right way, suggest me any other solution.
And sorry if my question is so classic....!!
Thank you.!!

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Cauchy sequences are convergent iff it has a convergent subsequence.

Now the two sets you defined, has no limit points, for if $A$ has limit point, say $y$, there is a subsequence of $A$ that converges to $y$, which is also a convergent subsequence of $(x_n)$, but since $(x_n)$ is a Cauchy sequence which is not convergent in $X$, then no subsequence of it can converge, hence a contradiction.

So $A$ and $B$ have no limit points, so the closure of $A$ is $A$ and closure of $B$ is $B$, and closures are closed sets, and hence we got two disjoint closed sets whose distance is $0$.