Second gradient theories are nowadays used in many studies in order to describe in detail some transition layers which may occur in micro-structured materials and in which physical properties are sharply varying. Sometimes higher order theories are also evoked. Up to now these models have not been based on a construction of stresses similar to the one due to Cauchy, which has been applied only for simple materials. It has been widely recognized that the fundamental assumption by Cauchy that the traction depends only on the normal of the dividing surface cannot be maintained for higher gradient theories. However, this observation did not urge any author, to our knowledge, to revisit the Cauchy construction in order to adapt it to a more general conceptual framework. This is what we do in this paper for a continuum of grade N (also called N-th gradient continuum). Our construction is very similar to the one due to Cauchy; based on the tetrahedron argument, it does not introduce any argument of a different nature. In particular, we avoid invoking the principle of virtual work. As one should expect, the balance assumption and the regularity hypotheses have to be adapted to the new framework and tensorial computations become more complex.