New job in the middle of moving

First post here but I really need some advice.

I have recently changed jobs in the middle of the whole moving house process, have provided new job info to mortgage adviser and had the mortgage offer. Everything is moving along nicely and contracts should be exchanged in the next few days.

But... I really dislike my new job and have another interview on Thursday for a job which would be closer to home, more money and much more suitable for our family life (very near children's school). I may not get the job but I've been recommended so things are looking good.

Where do I stand with everything? Can I change jobs after contracts are exchanged or do I need to stay until completion?

(P.s I don't make a habit of changing jobs often, I had worked in the same place for 18 years previously)