We only used properties available from the metric. For it to work with every metric you could say this:
by the triangle inequality on (X,d) (from my earlier post) we have:
[itex]d_{R}(d_{(X,d)}(x_{n},y_{n}),d(x,y)) \leq d_{R}(d_{(X,d)}(x_{n},x)+d_{(X,d)}(x,y)+d_{(X,d)}(y,y_{n}),d(x,y))[\itex]...