Let $Γ=(V,E)$ be a graph of order $n$. A {\em closed distance magic labeling} of $Γ$ is a bijection $\ell : V \to \{1,2, \ldots, n\}$ for which there exists a positive integer $r$ such that $\sum_{x \in N[u]} \ell(x) = r$ for all vertices $u \in V$, where $N[u]$ is the closed neighborhood of $u$. A graph is said to be {\em closed distance magic} if it admits a closed distance magic labeling. In this paper, we classify all connected closed distance magic circulants with valency at most $5$, that is, Cayley graphs $\operatorname{Cay}(\mathbb{Z}_n;S)$ where $|S| \le 5$ and $S$ generates $\mathbb{Z}_n$.