Green’s Dictionary of Slang

(US) a euph. for Jesus! excl.; used in a variety of mild oaths; also in comparatives like Jemima; nice as Jemima.

1850		Manchester Spy (NH) 21 Sept. n.p.: By je-e-mi-ma! I never seen a feller quiver so.
1878		‘’Arry to the Front!’ in Punch 9 Mar. 100/2: Your stuckuppy ’Orspital Sawbones, your picter-card, big City sort / Jines in with our jinks like Jemimer, and seems to be nuts on the sport.
1888		Outing (N.Y.) May 108/1: I tried [...] the very mildest [words] first [...] After which I advanced to ‘Great Caesar!’ ‘Jemima!’ ‘Jerusalem!’ (prolonging the je in both cases) [DA].
1895		‘’Arry on Harry’ in Punch 24 Aug. 90/1: ’Arry the Cad! Great Jemimer!
1910		O. Johnson Varmint 20: Jemima! You don’t say so!
1910		D. Stewart Tragedy of the White House in Illus. Police News 20 Aug. 12/4: ‘Oh, Jemima! It was a haul [...] A box of counters [sic] nothing else!’.
1914		Queenslander (Brisbane) 30 May 43/2: Jumping Jemima! [...] Wot a beano, ain’t it?
1917		A. Brazil Madcap of the School 206: ‘Oh, Jemima!’ ‘Please to remember that this is a finishing school! [...] Don’t on any account shock the neighbourhood by an unseemly exhibition of vulgar slang!’.
1918		Van Loan Fore! 29: Holy jumping Jemima!