There are a number of steps taken to maximise the safety of your funds on Ethen:
No user accounts are created on the exchange meaning there is no access to your wallet by your private key and no place to store your personal information.
Funds sent to the exchange are securely stored on Ethen smart contract audited by experts from ICORating.com.
Every time you move your funds you verify it with your private key, ensuring that the transaction information is correct and impossible to change.
The code for withdrawing funds is open source and published on Github in case the main site is unavailable: https://ethenmarket.github.io