Use the python logging facility which is what Scrapy uses. At the program entry point you need to customize this logging facility, it can be in the __init__.py file for example or anything else before you use any log related calls.
What you need to do is set different handlers for different levels (ERROR, WARNING, ...). Exception level do not exist, you might be mistaking with Error or Critical levels.
This is the "Logging How To", you should check it.
Your solution would look like :
import logging
#this is the logger Scrapy uses throughout the app.
logger = logging.getLogger()
my_exception_handler = logging.FileHandler()
my_exception_handler.setLevel(Logging.ERROR)
logger.addHandler(my_exception_handler)
Finally, if you are really talking about exception and not error or critical levels. You'll need to inherit from your Exception class or overwrite it so you can use the same logging approach I just explained.