Congratulations to your client!
Assuming that she is conditioned to high intensity, you may continue according to her doctor’s instructions and how she feels. You need the doctor’s clearance now that she is pregnant.
If all is still well and you keep in touch with her doctor, near the end of the first trimester, you will take more precautions.
For instance, keep her from getting overheated, do not take risks with activities that could cause a fall, do not do supine work for extended periods, avoid intense joint stress, no scuba diving, and no activities that risk trauma to the abdomen. If she wants to continue with too high of an intensity, just tell her that the lower intensity level is considered high intensity for the pregnant woman.
You can check ACSM, ACOG and ACE for guidelines with all the details.
Good luck to you and your client during this exciting time!