Move the signal lever down (for a left turn) or up (for a right turn) to the stop position. The signal will self-cancel after the turn is completed.
If the indicator light continues to flash after a turn, manually return the lever to its original position.

The turn signal indicators in the instrument cluster flash according to the operation of the turn signal lever to show which signal is working.

NOTE
Turn and Lane-Change Signals
Lane-Change Signals and Three-Flash Turn SignalMazda 6 Owners Manual: Saving Fuel and Protection of the Environment
How you operate your Mazda determines how far it will travel on a tank of fuel.
Use these suggestions to help save fuel and reduce CO2.
Avoid long warm-ups. Once the engine runs smoothly, begin driving.
Avoid fast starts.
Drive at lower speeds.
Anticipate when to apply the brakes (avoid ...
Mazda 6 Owners Manual: Scheduled Maintenance (U.S.A., Canada, and Puerto Rico)
Follow Schedule 1 if the vehicle is operated mainly where none of the following
conditions (severe driving conditions) apply.
Repeated short-distance driving
Driving in dusty conditions
Driving with extended use of brakes
Driving in areas where salt or other corrosive materials are used
...