When I was pregnant....years ago now....but I was into exercising also....& I found that swimming was wonderful during my pregnancy...I swam most of the whole time. During the summer, our unheated apartment pool was great...but when fall hit & the colder weather, I ended up driving to the pool at the university I was going to & continued swimming in the indoor pool. I was determined NOT to gain as much weight as all my friends did with their pregnancies.....& I didn't. Exercise was the key to a very healthy pregnancy for me.....I was even down hill skiing the week before I went into labour.