I was doing boxing, pump and swimming before I feel pregnant and when I did fall pregnant my Dr said that I could still exercise but make sure you don't get your heart rate up too high or blood pressure. That kind of ruled out boxing. I stuck with pump for a while with lower weights. But your not supposed to do abdominals as the growing uterus and baby will be already putting pressure on the abs so when that part of the class came up I would just stretch and rest.
I still go to the gym now and have not stopped, but of course I stopped pump after about 4 months and starting swimming and doing aqua classes. i love being in the water.