Sigh of relief

• A sound of relief
• Exclamation like a half-formed whistle
• ''That was a close one!''
• "That was a close call!"
• "Thank heaven that's over!"
• "That was close!"
• "That was exhausting!"
• "Thank heavens!"

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.]