Is a close call to action icon desired for a calender dialog?

I am using a modified version of the jQueryUI datepicker (http://jqueryui.com/datepicker/#buttonbar). My actual implementation can be viewed at http://jsfiddle.net/mmw834ms/12/embedded/result/.

Per the jQueryUI documentation, the user uses the calender as follows:

Focus on the input (click, or use the tab key) to open an interactive calendar in a small overlay. Choose a date, click elsewhere on the page (blur the input), or hit the Esc key to close. If a date is chosen, feedback is shown as the input's value.

Is this acceptable from a user interface prospective? My concern is the user opens the dialog, decides they don't want to make any changes thus don't click "Done" and don't know to click elsewhere on the page.