"That was close!'

• "That's a relief!"
• "That's a lot to take in"
• "Close one!"
• "I was nervous there!"
• Near-miss exclamation
• ''That was a close one!''
• "Glad that's over"
• "Glad that's done"

Douglas Harper's Etymology Dictionary Word definitions in Douglas Harper's Etymology Dictionary
exclamation of astonishment, etc., early 15c., a whistling sound, of imitative origin.

The Collaborative International Dictionary Word definitions in The Collaborative International Dictionary
Whew \Whew\ (hw[=u]), n. & interj. A sound like a half-formed whistle, expressing astonishment, scorn, or dislike. Whew duck , the European widgeon. [Prov. Eng.]