Who hasn't done this before and burnt out the fuse?
When batteries are new they are rated for the reduced ability at freezing temperatures to supply current to a starter motor. The battery struggles to sustain that current and it's voltage is allowed to drop by 5V from 12.5V to achieve it's maximum CCA rating. This is the worst case when the engine is seized up cold and the start motor stalls or barely turns it over but normally the car only needs a small fraction of this in warm weather to get started.
Let's look at some reasonable values say of CCA = 850 Amps which is 5V/850=0.006 Ohms. That power is 7.5V*850A= 6,375 Watts or 6 kilowatts.
Now let's look at a 10A fuse specs. DC Cold Resistance 0.007 Ohms
Now imagine that fuse and the wire is going to get pretty hot in an explosive manner and may not reach 6 kilowatts in a tiny space due to probe tip resistance but enough to melt the fuse and cause big sparks.
The sparks are not from making the initial contact but actually from bouncing and breaking contact. What happens next is a product of ionization and RF low impedance resonant circuit with wire inductance and stray capacitance. During that moment of high current being released, the physics of inductance is like inertia of current and it creates an extremely high voltage across the gap about 2 kV +/-1 per mm of gap. It takes a short time to ionize and heat up the air in an arc which then collapse the high voltage across the arc then the current resonates with a decaying arc until you pull it away far enough that the arc resistance is too high to sustain. Now this generates RF energy in a loop around the wire and the smaller the loop the higher the frequency and energy of this frequency to be absorbed into your body. Because the arc was intermittent the current was highly modulated in amplitude and also the voltage. This means it was acting with more power than the original Morse Code Telegraph machines made by Seimens across Europe. But you were right next to the high
power RF.
Current by the way is defined as the rate of change of charges Q. (I=dQ/dt)
So what you should have felt is the modulation of the arc energizing your body and dielectric in your hair with some sensations perhaps reaching the activation threshold some axons in your feeling sensors. This requires a pretty high Magnetic Field of about 1 to 2 Tesla's but was so short in time duration , that it could be easy to ignore yet easy to feel some sensations without pain.
In Slovenia, there is a company that produces these 2 to 4 Tesla pulses for 10ms 300Hz ringing at 30ish Hz rep rate (Shumman resonance) with magnetic coils like an old magnetic tape degausser but at much higher levels required for therapy of healing nerve damage and exciting muscles without pain like electro-stim. Because this is extremely low frequency, it takes a lot of current to stimulate nerve conductors called axons. The machine is called the Tesla Stym. I wish I had one for my Neuropathy. 
Maybe someone can order it for me and put it on my visa as they don't/can't sell to North America AFAIK.
Here is a simulation using a relay to pulse a short circuit with a 1mm gap and the arc is across the relay contacts (destructive test). You can do this if you are safe.
