Hiroshima and Nagasaki weren't nuclear *exchanges,* Japan didn't nuke anyone in return (not that they could).
The close calls happened when the threat of nuclear war was highest. The threat is quite low now, countries aren't staring each other down with their fingers on the triggers anymore.
I think a nuclear exchange in the future is almost impossible, with a one-way use of nuclear weapons being fairly unlikely. Not even NK is crazy enough to use a nuke, they just want to have nukes because it grants them a seat at the big-boy table of international politics. I think the only way a nuke would be used at all in the future is if some suicidal apocalyptic nutbags like ISIS get their hands on one, and I think a nuclear response would be extremely unlikely. The rest of the world would respond (heavily) with conventional weapons, like reasonable adults.
I think the best chance for a nuclear exchange in the forseeable future is if ISIS gets one AND there's an unhinged manchild like Trump in the White House looking for schoolyard retribution.