Pregnancy is one the legal excuses that gives the woman concession to break the fast.
However, the
'ulaamah differentiate between the reasons for why she would break the fast:
1) Out of fear for herself
In this case, since you are physically unable to do so, you only need to do
Qadaa' (make up for that day).
2) Out of fear for her child
You are physically capable of fasting, there isn't any hardship on your end, but you break the fast because you fear for your child; in this case, you must do
Qadaa' (make up the day) and also give
Fidyah (compensation).
Otherwise, if none of the above apply, then you should go ahead and fast.
Allaahu A'lam.
Check this out:
http://islamqa.com/en/ref/50005/fasting%20pregnancy