Right, this won't work in client mode. It's not about the compatibility of Spark1.6 with CDH version, but the way deploy mode 'client' works. spark-shell on Cloudera installs runs in yarn-client mode by default. Given the use of file:/// (which is generally used for local disks) we recommend running the app in local mode for such local testing or you can turn your script (using maven or sbt) into a jar file and execute this using spark-submit in cluster mode.
$ spark-shell --master local[*]