Exercise is safe and encouraged during a normal healthy pregnancy. If you exercised before you became pregnant, you can continue exercising at the same level. If you are just starting an exercise program, talk to your doctor and start slowly. Do not push yourself too hard. Talk to your doctor about what kind of exercises to do. There are some health conditions that may limit your exercise.

General guidelines
•           Drink plenty of water and eat a healthy snack before exercising.
•           Wear clothing that is comfortable.
•           It is best to exercise for 30 to 45 minutes 3 to 5 times each week.
•           Don’t overdo it: you should be able to carry on a conversation during exercise.
•           Avoid getting overheated. Do not exercise on very hot or very cold days or conditions.
•           Avoid any type of exercise that can cause even mild trauma to your abdomen.
•           You may need to change the type of exercise you do as your belly gets bigger and your balance changes.
•           It is common to feel some mild cramping during exercise. Drink plenty of water and the cramping should stop after you are done exercising. Exercise safely
•           Warm up and cool down with each exercise session.
•           Start slowly.
•           Listen to your body. Do not try to push yourself too hard. Stop exercising when you get tired. Do not exercise to the point of exhaustion.
•           If you have pain or any unusual signs, stop exercising right away. Rest and call your doctor if these signs do not go away.
•           Keep one foot on the floor during all standing exercises, do not over reach and do not do quick, jerky movements. This may throw off your balance.
•           Never hold your breath.
•           Your joints are softer, so do not over extend or bend the joints, such as deep knee bends or deep squats. Do not do bouncing stretches. Use a longer, slow stretch.

Types of exercise to do
•           Walking is a great exercise. If you were not active before pregnancy, walking may be a good way to start.
•           You may use light weights.
•           Swimming is a great exercise, maybe the best -- but do not dive.
•           Jog or play tennis only if you did these before your pregnancy.

Types of exercise not to do
•           Do not do any exercise where you lie flat on your back after the first 3 months of pregnancy.
•           Do not use ankle weights, do double leg lifts, or do full sit ups. This strains your back.
•           Do not do any activity that may cause jerking, bouncing, or high impact movements.
•           Do not water ski, snow ski, or scuba dive.

Source: healthyinfotraslations.org