First add a scoreboard objective called JUMP with this command

/scoreboard objectives add JUMP dummy


now set this command block on 20hz clock (i.e. repeating command block if you are in 1.9)
/execute @a ~ ~ ~ detect ~ ~-1 ~ air -1 /scoreboard players set @a[r=0,c=1] JUMP 1


now add 2 repeater clock with 2 tick delay and set this on one side
/scoreboard players set @a JUMP 0

and on other side set this
/say @a[score_JUMP_min=1] JUMPED


If you are having difficulty to build this please watch video. THANKS.