Generally speaking most women benefit from gentle exercise such as walking for 30 minutes a day right up until their due date. Of course any exercise program should be approved by your health care professional. Other programs that may suit you are Iyengar yoga taught by a registered instructor who knows that you are pregnant or pregnancy aqua classes. In fact, there are many pregnancy fitness classes. It is important to go to an approved class as when pregnant your body's ligaments stretch in preparation for the birth, which makes you more prone to core instability. Normal exercise programs are not recommended during pregnancy.