Exclamation after a close call

• "That was close!"
• Expression of relief
• ''Thank goodness!''
• "That was a close one!"
• Exclamation of relief
• "Wow, that was close!"
• "Man, that was close!"
• 'That's a relief!'

Longman Dictionary of Contemporary English Word definitions in Longman Dictionary of Contemporary English
interjection EXAMPLES FROM OTHER ENTRIES ▪ Whew , it's hot outside.

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.]