You should discuss the issue with your doctor, but in general, if you are a healthy person to begin with and the pregnancy is not high risk, you can continue with whatever exercise routine you are used to.
You are spot on with your target heart rate and temp limits (but its hard to know what your core temp is when working out---I can't say I've seen people taking their temps during a work out!).
Common sense advice:
As pregnancy advances, you do want to avoid laying flat on your back, as this impedes blood flow to the heavy uterus. You would probably also want to avoid doing exercises where you are straining heavily--like lifting very heavy weights. Otherwise, do what your body is accustomed to doing, if its ok with your physician.
They don't like you to do new or possibly dangerous activities while pregnant...snow skiing, water skiing, or jumping out of airplanes!
Talk with your doctor. Walking is fantastic, and a normal workout routine doing what you are used to doing (machines or free light weights) shouldn't be out of the question, unless your doctor advises you otherwise.