Exercise during pregnancy?

I have been going to this gym for about a month and a half now, it's a class structure and basically like cross fit, I just found out I was pregnant last week and now I'm worried that I am pushing myself too hard in these early days (4w5d).  Does anyone know if that can be harmful to the baby or if I should just keep pushing and it will be okay in the end? 
I am willing to switch to a more easy going workout if I need to.