BeSha’ah tovah!
As you read, pregnant women are required to fast on Tisha B’Av. Permission to eat is given in situations in which the fast is a threat to the woman’s or fetus’s health.
Please consult with your doctor about the advisability of fasting, especially if yours is a high risk pregnancy or if you have a history of pre-term labor. If your doctor permits fasting, try to create an optimal environment for fasting: stay indoors all day in a cool house, try not to exert yourself in any way, and be sure you drink a lot for two days before the fast. Toward this end, we suggest either engaging a baby-sitter or having your husband come home after shacharit. Whereas you have a halachic obligation to fast, there is no halachic obligation to say kinot with a minyan or to stay in shul all day on Tishah B’Av, so facilitating your fast would be preferable.
If you feel sick over the fast (beyond headache and lethargy, which are to be expected), you may break your fast.
For more information, please see our article, “Pregnancy and the Four Fasts.”