Some find a concrete goal in terms of a grade to shoot for on the exam and this helps them focus and begin study with better concentration. Remember that exams measure what you can demonstrate about your learning thus far in a course of study, not your worth as a person. Know that you know what you know. Much of exam anxiety comes from a fear of poor performance. If you can test yourself adequately prior to an exam and go in with the knowledge that you do know your stuff, you might find your anxiety diminished.
Some anxiety is normal in an exam situation.
In fact, some would say that to a degree, anxiety is facilitative of sharp concentration and alertness. When anxiety begins to impede your ability to perform to your ability, then it may be time to seek further help with it. If you find your anxiety to be extreme and accompanied by headaches, nausea, feelings of despair, shaking and trembling, or blanking out, then it might be worth looking into services for reducing stress and anxiety at your campus Counselling Centre. The relaxation strategies and exercises provided take time to develop and will probably be most productive for exams a few months down the road, given a few months of diligent practice. Symptoms of stress or anxiety can be worsened by drastic changes in sleep and eating routines, but they can be diminished with some physical activity like walking, swimming, or skating.