Trump may think he is in the clear, but that is because he doesn’t really understand the conversation between his lawyers and Special Counsel Robert Mueller. During private negotiations back in March, Mueller called Trump “subject of his investigation.” Which means, that Mueller doesn’t currently have enough evidence to bring charges against Trump.
However, Mueller hasn’t finished his investigation, and the fact that Trump is a subject means that the Special Counsel has found some evidence that Trump’s conduct needs to be investigated. Whether or not there was any actual collusion with the Russians to help him win the election is just one part of it. Mueller is also looking into whether Trump’s actions can be considered obstruction of justice.
So, Trump can’t really sound the all clear just yet.