Proof: By Euclid
(related to Proposition: 8.06: First Element of Geometric Progression not dividing Second)
 Let $A$, $B$, $C$, $D$, $E$ be any multitude whatsoever of numbers in continued proportion, and let $A$ not measure $B$.
 Now, (it is) clear that $A$, $B$, $C$, $D$, $E$ do not successively measure one another.
 For $A$ does not even measure $B$.
 So I say that no other (number) will measure any other (number) either.
 For, if possible, let $A$ measure $C$.
 And as many (numbers) as are $A$, $B$, $C$, let so many of the least numbers, $F$, $G$, $H$, have been taken of those (numbers) having the same ratio as $A$, $B$, $C$ [Prop. 7.33].
 And since $F$, $G$, $H$ are in the same ratio as $A$, $B$, $C$, and the multitude of $A$, $B$, $C$ is equal to the multitude of $F$, $G$, $H$, thus, via equality, as $A$ is to $C$, so $F$ (is) to $H$ [Prop. 7.14].
 And since as $A$ is to $B$, so $F$ (is) to $G$, and $A$ does not measure $B$, $F$ does not measure $G$ either [Def. 7.20] .
 Thus, $F$ is not a unit.
 For a unit measures all numbers.
 And $F$ and $H$ are prime to one another [Prop. 8.3] [and thus $F$ does not measure $H$].
 And as $F$ is to $H$, so $A$ (is) to $C$.
 And thus $A$ does not measure $C$ either [Def. 7.20] .
 So, similarly, we can show that no other (number) can measure any other (number) either.
 (Which is) the very thing it was required to show.
∎
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References
Adapted from (subject to copyright, with kind permission)
 Fitzpatrick, Richard: Euclid's "Elements of Geometry"