Preheat oven to 450. Line a jelly roll pan with foil. Place squash halves cut-side down, and roast about 45 minutes or until very tender when pierced with knife. Cool until easy to handle, then, with spoon, scoop squash from skins and place in large bowl. Set aside.
Meanwhile, in 5- to 6-quart pot, heat oil over medium heat. Add celery and onion, and cook for 10 minutes. Stir in cumin, chipotle chile, salt, and pepper. Cook, stirring frequently, for 30 seconds. Add broth, water and reserved squash to pot, cover, and bring to a boil over high heat. Reduce heat to low, cover and simmer 10 minutes longer. Blend soup using an immersion blender.
(Alternatively, let soup cool a bit. Then, in batches, transfer ladlefuls of soup to blender. With feeding tube cover opened to allow steam to escape, carefully blend until pureed. Pour pureed soup into a large bowl and continue all soup has been blended. Return soup to pot and heat through.) Yields 10 1/2 cups.