sex at 37+5 weeks!

Ok so I just got through having sex. It was very rough. I noticed when I got off the bed there was watery blood on the bed it was medium size stain. Then when is want to go to the bathroom I looked in my underwear and saw blood and it has went to my shorts. Changed and called my doctor they said that's normal unless I felt warm watery stuff dripping down my leg. Which would be my water breaking! Also after I changed I checked again like 10 mins later and there was blood in my underwear like watery again. What should I do? I am nervous but I feel baby moving?