Hi,
Congratulations! Unfortunately, there is no longer the term "0" Exemptions. The Treasury Department recently changed the format of W-4 and their only the filing status, based on the income bracket you fall under. If your spouse is a high-wage earned, it would be best to file as MARRIED, but withhold at the higher Single rate and possibly use Line 4c to withhold marginal additional tax to protect you by year-end.
https://www.irs.gov/pub/irs-pdf/fw4.pdf
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