I just bought a 2014 CX-5 and was looking at things about this car. There is a "how-to ATF drain & fill" in service manual.
http://am.mazdaserviceinfo.com/emaz...4/CX5/nv/books/nvw05/html/id0517h2118600.html
(you need to disable javascript, or press esc as soon as the page loads)
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2014 - CX-5 - Transmission/Transaxle
AUTOMATIC TRANSAXLE FLUID (ATF) REPLACEMENT [FW6A-EL, FW6AX-EL]
WARNING:
Do not perform the servicing while the ATF is hot. Otherwise, it could cause severe burns or serious injury.
1. Remove the front under cover No.2. (See FRONT UNDER COVER No.2 REMOVAL/INSTALLATION.)
2. Remove the dipstick securing bolt.
3. Remove the dipstick.
4. Remove the drain plug and washer, and drain the ATF.
5. Install a new washer and drain plug.
Tightening torque
3041 Nm {3.14.1 kgfm, 2330 ftlbf}
6. Add ATF from the dipstick installation hole.
NOTE:
The ATF color is blue.
Only use ATF FZ for the FW6A-EL, FW6AX-EL.
ATF type
ATF FZ
Resupply amount (Reference)
ATF is drained from drain plug: 3.54.9 L {3.75.1 US qt, 3.14.3 Imp qt}
7. Adjust the ATF level. (See AUTOMATIC TRANSAXLE FLUID (ATF) ADJUSTMENT [FW6A-EL, FW6AX-EL].)
8. Insert the dipstick and install the securing bolt.
Tightening torque
811 Nm {82112 kgfcm, 7197 inlbf}
9. Install the front under cover No.2. (See FRONT UNDER COVER No.2 REMOVAL/INSTALLATION.)
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I used to do ATF drain & fill on my 2007 Elantra every 10k miles because it was so easy. I'll probably do drain & fill on my cx-5 at least every 30k miles.