The phrase "As Cool as a Cucumber" means to be very calm, with no worries. Someone who is not affected by pressure.
Example of use: John—"It's Beckham with the ball, do you think he'll score? Ron—"Look at him, he's as cool as a cucumber, he'll score with no problem".
The meaning of the word "Cool" in the phrase doesn't mean having a low temperature, on the contrary, it means assured and composed. The phrase was first recorded in a poem by the British poet John Gay 'New Song on New Similies' in 1732: "Cool as a cucumber could see the rest of womankind".