This game teaches children to change direction. You can model some turns. It also teaches them to look up whilst running with the ball.
Set up a square with 4 different coloured lines.
Children all have a ball and line up on one line. Once you call out a colour they must run with their ball to that colour. Try to encourage them not to be the last one (or they might have to do a chicken dance). Call out a different colour when they are half way across, so they have to change direction.
Extensions: Hold up a coloured cone instead of calling out the colour.
Call out directions on a compass eg North, Southeast etc