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We search for CP violation in a sample of 4.7 x 10{sup 4} singly Cabibbo suppressed D{sup 0} {yields} K{sup +} K{sup -} {pi}{sup +}{pi}{sup -} decays and 1.8(2.6) x 10{sup 4} D{sub (s)}{sup +} {yields} K{sub S}{sup 0} K{sup +} {pi}{sup +} {pi}{sup -} decays. CP violation is searched for in the difference between the T-odd asymmetries, obtained using triple product correlations, measured for D and {bar D} decays. The measured CP violation parameters are A{sub T}(D{sup 0}) = (1.0 {+-} 5.1(stat) {+-} 4.4(syst)) x 10{sup -3}, A{sub T}(D{sup +}) = (-11.96 {+-} 10.04(stat) {+-} 4.81(syst)) x 10{sup -3} and A{sub T}(D{sub s}{sup +}) = (-13.57 {+-} 7.67(stat) {+-} 4.82(syst)) x 10{sup -3}. This search for CP violation showed that the T-odd correlations are a powerful tool to measure the CP violating observable A{sub T}. The relative simplicity of an analysis based on T-odd correlations and the high quality results that can be obtained, allow to consider this tool as fundamental to search for CP violation in four-body decays. Even if the CP violation has not been found, excluding any New Physics effect to the sensitivity of about 0.5%, it is still worth to search for CP violation in …