Depending on the version of Jira you use, visit:
Project settings › Board › Columns and statuses
Jira Settings knob icon › Issues › Statuses.
There, find a Status which you want Jira to consider as Done and click Edit. In the example below, a Jira administrator is editing the "Ready for deploy" status:
The category needs to be set to Done. Save your changes.
From now on, when Jira tickets come to the Status "Ready for deploy", Jira will consider them as Done. If a two-way sync is turned on in Shake settings, those tickets will be consequently marked as Closed on the Shake Dashboard too.
If the solution above doesn't help, please contact Jira support and feel free to connect with our developers in our Slack Community.