Exposure to measles while pregnant

Got a call from the place DD has swimming lessons, to say that a child has been diagnosed with measles and they had their lesson at the same time as DD's lesson. Swimming in the same pool etc. They couldn't tell me the infection risk for DD, nor whether the chlorine would lessen infection risk. They said the child wasn't in the same lesson as DD, so no direct contact.

I rang the Antental Clinic who said to get a blood test for immunity, and I've got a GP appointment tomorrow arvo.

But in the meantime I thought I'd consult the world wide web, because of course it'll never lead me astray ROFL. I can't find anything. Can anyone tell me aroundabouts what the risks would be without direct contact (for me and for DD)? I wasn't in the water at all though.
Also, I'm fully immunised. I haven't had immunity checked, although I thought they did that in the routine pregnancy checks but from what I can see it's a lot of other things but not specifically measles. Is the immunisation very effective? DD is up to date with 'compulsory' immunisations, and almost due for the 4yo boosters. I'm having a bit of a stress at the moment, which probably isn't helping.

Also, if I have been exposed, and if I have measles, slim chance but what are the risks to pregnancy/baby?