Obviously, all women have to stay fit whenever. It is also important to stay fit when you are pregnant. Before we move on, please keep in mind of the following:
1. Avoid exercises that may cause you to fall from heights, e.g. ice-skating, skiing, riding on a real bike (stationary bikes are fine). This is because as you grow bigger, it is harder to keep yourself balanced. And obviously, falls are to be avoided.
2. Do not do exercises on your back (whether it is weight lifting or yoga), it would hurt yourself and your baby.
3. There are women who would go scuba diving. Although considered safe, there has not been conclusive studies on the effect of water pressure onto the moms-to-be and the babies. Therefore, think twice before you dive.

There are many exercises that you can do, try consider the following:
1. Low-impact aerobic exercises that would not strain your back are perfectly okay.
2. Some of you enjoy yoga and it is a great way to keep fit and strengthen your muscles. If possible, try to enroll in prenatal classes since they will know best what poses you should practice and avoid. Avoid hot yoga since you do not need to be overheated. Getting overheated is not good for pregnant women.
3. Weight lifting – sure, no problem. But please stay with lighter weights. Remember, do not weight lift on your back, it is not good for you nor the baby.
4. Cycling - stationary bikes are fine. Please ensure you are well supported when getting on and off in order not to fall. And if you grow too big and you do not feel comfortable cycling anymore, STOP! Also, do not attempt a real bike since you are less apt to react should accidents happen.
5. Jogging - consult your doctor before you start jogging
6. Walking - do lots of it. It helps you to relax and give you ample exercises at the same time.
7. It is actually not recommended to swim. There are concerns that you might get vaginal infection from the pool water or sea water, and it will in turn affect the baby. On the other hand, swimming can take a lot of the pressure off your back, especially in the second and third trimester. So, check with you OB before you go.

If you feel uncomfortable whenever you are exercising, slow down, and then stop. If you are ever in doubt, consult your doctor.