No and yes. It’s great that you are exercising <staying fit and fabulous during the pregnancy>, the stronger you are, the better your muscles will be able to cope with the baby's weight gain – and it reduces the risk of back pain and cramp in the legs. But as the pregnancy progresses you should listen to your body. Discomfort is bad. Strain or stress as well. Your exercises should make you feel good, not the opposite.
Later on in the pregnancy there are some sports you should avoid where there is a risk of you falling or getting hit.