As far as i know, only etherdelta is the most safest of all exchange, but i suggest you to save and put your money in a wallet so that it will be kept because you cannot rely on any exchange in keeping your coins.
EtherDelta is not a safe place to trade right now. First we were informed of a new CEO, within a day of that news there is a major DNS hack which results in hundreds of thousands (maybe millions by now) of dollars worth of Ether and Altcoins being stolen.
Rather than come out with an explanation of what happened, how it's going to be prevented in future etc, the new owners decided to announce an ICO which is not only unnecessary but also a blatant moneygrab.
For me personally, IDEX will be the new place to trade.