WORST ADVICE EVER, DO NOT EVEN THINK ABOUT USING AN EXCHANGE WALLET.That is the worst mistake that you can do, you can easily lose your funds if the exchange decides to scam your money.
Take a look at what happened on etherdelta a few weeks ago, they got hacked and a lot of people lost money.
Just see what happened with Mt.Gox, they stolled all's people money without any previous announcement.
Use well known and trustworthy wallets or the best exchanges with high investments behind them