"Je vais bien."
Here's a breakdown:
* Je = I
* vais = go (in the present tense)
* bien = well, fine
Other ways to say "I am fine" in French:
* Je me porte bien. (This is a more formal way of saying "I am fine.")
* Ça va. (This is a very casual way of saying "How are you?" and the response "I am fine.")
The best way to choose the right phrase depends on the context and the person you're talking to.