I was totally in awe at one of the instructors at my old gym. She was running some of the more hard core step classes, boxing fit, and stuff like that. She went on admin duty in her 9th month.
Staff at the gym were all full time, so she could run 3 classes back to back, ranging from spinning to kickboxing. Then go on to personal training and generally keeping an eye on people using the machines.
If this is your lifestyle, you carry on! But as a fitness professional, she was educated enough, and knew her body well enough to know what she should avoid and at what stage of her pregnancy. Such as sit ups and press-ups, and doing the plank, etc,