"I'm going to Japan." "Lucky you!"
He's lucky that he wasn't fired.
It sounds as if you had a lucky escape (= by good chance you were able to avoid something dangerous or unpleasant).
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(Definition of “lucky” from the Cambridge Advanced Learner's Dictionary & Thesaurus © Cambridge University Press)
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a delicate, soft type of cloth made from a thread produced by silkworms, or the thread itself