Not able to save unassigned attribute in attribute set

[SultanRana]

When I drag and drop unassigned attribute to attribute set and try to save it. I am getting a message. 

Attention

Sorry, we're unable to complete this request.

[Sinisa]

When you perform that operation, check content of var/log/exception.log and paste it here. It will tell us what the issue is about.

[SultanRana]

Thank you for the reply.

Can you please explain me how can I check var/log/exception.log?

[Sinisa]

If you have FTP access to the site, just log in, and go to that directory/folder called var/log.

That's where you can find exception.log file.

[SultanRana]

Thank you for the reply.

When I go to that directory/folder called var/log I can't  find exception.log file. 

I only have three files there:

debug.log

system.log

update.log

What should I do?