Quite honestly, I don't think Cathe cardio is suitable for pregnant women. Weight training, with modifications as you progress, yes. But I would never do powermax or Cardio Kicks, not unless you were already an advanced Cathe exerciser. if you are used to these videos, you could continue until they became too much for you. But certainly, you don't want to start mastering them now!
But you would have to work this out for yourself. If you are not nauseated and not sleeping 15 hours a day as I was in my first trimester, maybe you can keep up!!! But, in the seond trimester, even though you get more comfortable and an increase in energy takes place, your centre of gravity shifts and it is easy to lose balance, I know because i fell down the stairs! And your belly starts to get heavy and it gets tough to do the up and over the top moves and forget plyo moves. If you kept it to a more low impact level, you could keep going.
Personally, after the 5th month I went back to swimming and swam a mile a day and kept fit and healthy and also felt like a goddess in the water! in the 8th and 9th month, eveen that became too much and I walked for over an hour a day and felt great until sciatica crept in to the picture.
So you see, you will have to change up the activities and get creative to see what works for you, depending on your energy levels and comfort.
Clare