What kind of stitch is this?
It is most likely either an overlock stitch or a serger stitch. These are used to finish edges to prevent fraying and give a professional appearance to a sewn item.


  The overlock stitch is a combination of a straight stitch and a
  zigzag. It sews backwards and forwards in a straight line, but between
  every set of straight stitches, it sews a zigzag. If done correctly,
  this resembles serging, which is how most store-bought clothes are
  sewn. (Yesterday's Thimble)


And it looks like there are a few different overlock stitches on the Brother CS6000i! To get that very compressed look as in your example picture, you would want the stitch length to be pretty short in comparison to the width. As always, experiment with a few sample pieces of fabric before you put your final piece through!