I am currently 10 weeks pregnant and I am still going to the gym regularly. Morning sickness has made me cut it back a bit though. I have cut out the high impact classes like step and attack but I still do pump (with lighter weights). I also alternate from using the treadmill/bikes (in front of the fan), or just skipping the gym and going for a long walk outside. When I get to the 2nd trimester, I may start doing combat again but I will make sure I don't overdo it.

I think it is good to continue exercising cut you have to be careful not to get too hot. I have read also that you are not meant to get your heartrate above 140bpm.

Hope this helps. Good luck for the rest of your pregnancy!!