Unless you are told differently by your doctor or midwife because you are high-risk or having problems, you should continue to exercise throughout your entire pregnancy.
Many women are incorrectly informed that they should stop exercising in pregnancy or should only do so until a certain point. For the most part, this is completely false. In fact, the majority of pregnant women in America do not get enough exercise. We know that exercising can lead to healthier moms and healthier babies, which reduce the rates of gestational diabetes, excessive weight gain, and the need for a C-section.
Because of this, the American College of Obstetricians and Gynecologists recommends moderate exercise for at least 30 minutes a day during most days of the week. Certain exercises should be avoided, and certain complications would make exercising not possible (such as having placenta previa), but for the most part, getting your heart rate up is your best bet!