For JTAG:

Connect pin 1 of the JTAG header to pin 1 of the Atmel ICE header, and with pin 1 of the Due JTAG header.

The connector to the Atmel ICE should be connected to "SAM".

For SWD:

Note: Also make sure the connector to the Atmel ICE is connected to "AVR".

References

• http://www.atmel.com/webdoc/atmelice/atmelice.connecting_swd.html
• http://www.boxelectronica.com/img/cms/due_1.png
• http://ww1.microchip.com/downloads/en/DeviceDoc/Atmel-ICE_UserGuide.pdf