I am currently pregnant and had some issues in the early stages. I asked my doctor about if I may fast and he said I can try; however, there is a chance I might feel cramping in which case I would have to drink large quantities of water. On the other hand I can just drink in shiurim the whole yom kippur and not worry about anything. Which is better: drinking in shiurim or fasting until I definitely know I should break my fast.
Our approach (this is not the approach of all rabbis) is that if there is no medical danger to the pregnancy, you should fast as usual.
Of course, if a medical emergency arises that required drinking, you can and must drink, but while there is no such emergency, and the doctor maintains that fasting does not present a direct risk, you should fast as usual.
Best wishes and gemar chasimah tovah.