How do I save my outlook exhance contact, when deleting exchange account but would like to keep the contacts?

Use an app like My Contacts Backup to back up your contacts as a vCard attachment to an email. Send the email to youself. You can later open the email and tap the attachment to re-import the contacts back to your phone. Or, you can copy them to your iCloud account by doing the following:

1. Go to Settings>iCloud, turn Contacts to Off, choose Delete from My iPhone when prompted (they will still be in iCloud).
2. Download the app My Contacts Backup (you'll need the pro version if you have over 500 contacts). Use this to backup the remaining contacts on your phone (from your exchange account) as a vCard attachment to an email that you send to yourself. Confirm that you have received the email.
3. Go to Settings>iCloud and turn Contacts back to On.
4. Go to Settings>Mail,Contacts,Calendars>Default Account (in the Contacts section), set this to iCloud.
5. Go to Settings>Mail,Contacts,Calendars and turn off contacts syncing with your exchange account (or you will see duplicates on your phone).
6. Open the My Contacts Backup email and tap the attachment to import the contacts from the other groups back to your phone and to iCloud.