''Thank goodness!''

• "Good thing we locked the door before the monster got in"
• Exclamation of exertion
• Relieved reaction
• Exclamation after a close call
• "Close one!"
• "Boy, I'm glad that's over!"
• 'That's a relief!'

The Collaborative International Dictionary Word definitions in The Collaborative International Dictionary
Whew \Whew\, v. i. To whistle with a shrill pipe, like a plover. [Prov. Eng. & Scot.]

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.