。
We're lucky.
Literal
We [topic-は] have-luck-[state-contracted-てる]-[insistence-よ].
ついている (casual: ついてる) from つく ('to attach, come with') has an idiomatic meaning 'to be lucky, have good fortune' — literally 'luck is attached to one.' The opposite ついていない means 'unlucky.' Final よ conveys 'let me tell you' — reassuring or boasting.