If you were active before your pregnancy, here's the good news: there's no reason why you should stop exercising now. A moderate amount of exercise is good for both you and your baby. Note, however, that certain physical activities should be avoided.
Avoid the following: being too active during hot weather; steam rooms, hot tubs and saunas; physical activities that call for you to lie flat on your back, such as certain yoga poses; contact sports such as football and boxing; and activities that make you jump or change direction quickly, such as tennis or netball.
(Susan Erasmus, Health24)