Even when I was pg back in the dark ages, it was "do what you're used to doing, with common sense," unless you have some specific high risk issue. I did high impact aerobics until my 8th month with my first pregnancy and then I was happy to walk and swim. Same thing for my second pregnancy.
The instructors at the gym thought I was (in their words) "eating too much pie," as my stomach started growing, but it wasn't quite clear I was pregnant .