Yes. If the visa foil is till valid that is has miles left on it.
NYC EXPERIENCED IMMIGRATION ATTORNEYS www.myattorneyusa.com; email: firstname.lastname@example.org; Phone: (866) 456-8654; Fax: 212-964-0440; Cell: 212-202-0325. The information contained in this answer is provided for informational purposes only, and should not be construed as legal advice on any subject matter.
You'll be fine if:
1. You write immigration and ask to withdraw the COS papers
2. You save you ticket/boarding pass and all documents that prove you left.
PROFESSOR OF IMMIGRATION LAW for over 10 years -- email@example.com -- www.capriotti.com -- This blog posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Also, keep in mind that this is an INTERNET BLOG. You should not rely on anything you read here to make decisions which impact on your life. Meet with an attorney, via Skype, or in person, to obtain competent personal and professional guidance.