"Eh Bien" here is used to show empathy. Julie knows that she has to spend time at the pool with her children and can't go to the movies.
She also knows that it disappoints the person she talks to (C'est dommage).
Though, the sentence could keep its meaning without "Eh Bien". It shows Julie cares for the person she talks to.
In english I would use the word "well". But "Eh bien" is totally idiomatic, and I don't think there's a synonym in French for this.
Possible translation :
Well, you know, swimming is good for the health.
"Eh Bien" can have several other meanings too depending on the context. Top three cases i would use it for are :
"Eh bien, ce cuisinier est vraiment doué", "Woah, this cook is
"Eh bien, tu es pas pressé", "Damn, you're not in a hurry"
It could be used alone too :
Ask someone for more information or to finish his/her sentence :
"La dernière fois je suis allé à Paris."
"Eh bien ?"
"Last time I went to Paris."
Other available here :