I asked about swimming my doctor heavily encouraged it. I never got around to it and the next week we were on modified bed rest so my plan was out the window... but I wish I could have!
Everyone's pregnancies are so different, I would ask your doctor to see what they feel would be recommended for you.
2008-Our Baby Girl, PTL born too early at 30w6d, Fought so hard... Forever Loved & Missed
2010- Lil' Bro, Pre-E at 29 weeks... Induced at 36w6d, Born 37w
2012- Lil' Sis, Super-imposed pre-e at 25 weeks, PTL & GD at 35 weeks, Evicted 36w