I was swimming right up until the day before labour with DS. I would warn you, though that when you are swimming it feels like heaven to be weightless and feel free.......then you have to pull yourself out of the water and I felt as if I was pulling an elephant out with me!!
Yeah I went to my Aquayoga class the day before due date. Wild horses couldnt have kept me out the pool, it was the only place I felt comfortable! But agree with PP, getting out is so hard after being weightless, like someone's attached a bag of weights to you!