Exercise & preterm labor

Miriah
I was reading on a couple of sites about the correlation between physical activity & preterm labor. One site said there was no relation, while another said it increases your risk of preterm birth. 
I exercise frequently.... I'm 34 weeks but I'm small & measuring 30 weeks. I keep getting told I'll have her early....  Anyone know or have experience if this is true? I was pretty underweight when I got pregnant (I was told that plus a factor, too).