Perform regular exercise to help you:

• Maintain a healthy weight (it will make it easier to get back into your pre-pregnancy body after childbirth)
• Improve blood circulation
• Meet the increased oxygen demand - for you and your little one
• Feel better and sleeping better
• Correct your posture and reduce back pain
• Reduce your risk of varicose veins and cramps
• Prepare yourself for the process of labor and delivery

Recommendation

• Consult with your physician before starting or continuing an exercise program
• The American College of Obstetrics recommends 30 minutes of moderate exercise per session per day
• Walking, swimming and prenatal exercise are good options
• Start gently and slowly if normally you are not active
• Warm up before and cool down after exercise
• Stretch muscles gently
• Drink water before and after exercise to prevent dehydration
• Wear comfortable clothing and shoes that support and fit size

Not recommended

• Do not exercise activities which include holding your breath during activity
• Do not exercise immediately after eating
• Avoid sports that prance, stomp or may cause a concussion

Stop exercising if you experience:

• Back pain or pelvic
• Swelling of the feet
• Headache
• Nausea
• Dizziness or faint
• Chest pain
• Difficulty in breathing
• Vaginal bleeding

REFERENCES:  

http://www.webmd.com/baby/guide/exercise-during-pregnancy