Exercise is important during pregnancy. However, contact sports and sports with a high risk of falling should be avoided. The developing fetus is well cushioned by the amniotic fluid, but severe falls can cause damage or kill the developing baby.
Some women run, bike and lift weights.
However, it is important to discuss your exercise choices with your practitioner. Some practitioners will suggest you substitute walking for running and biking. Running can be quite jarring on the abdomen and loosened ligaments which naturally occur with pregnancy. The bearing down which accompanies high level weight training is not appropriate for pregnancy. Some providers will recommend limiting the amount of weight you lift.