Hi heather. I have included a link for pre-natal exercise as there are signs you should observe and act upon if seen.

As for exercises themself, anything aerobic is normally good, just watching the client's body temperature (i put a couple of fans on), check their heart rate and blood pressure if practical.

Strength training is good, i do 2 x 12 reps using a 15RM weight just trying to avoid too much hip flexion!!! So mainly stood, if you are going to sit them down use a swiss ball, and do some boxing drills, core strength work, and presses/pushes/rows etc etc.

http://www.babycentre.co.uk/pregnancy/fitness/