Sequential injection of multiple deuterium pellets combined with high power neutral beam heating in TFTR has produced stable plasmas with very high central densities, up to 5×1020 m-3. The line averaged densities achieved in these experiments correspond to Murakami parameters neR/BT up to 12×1019 m-2.T-1. This value, which does not appear to represent an intrinsic density limit, surpasses the values previously obtained in TFTR and exceeds, by more than a factor of two, the density limit predicted by the scaling of Greenwald et al. (Nuclear Fusion 28 (1988) 2199). The highest densities obtained with both pellet and gas fuelling have been achieved since boronization was applied to the first wall in TFTR. The characteristics and energy balance of the highest density plasma are discussed