Started having contractions this past Tuesday, doctor had to give me 3 shots & monitor me & my baby boy all night. Was…

Started having contractions this past Tuesday, doctor had to give me 3 shots & monitor me & my baby boy all night. Was told to cool it on my workouts, even though I've been working out before & during, doctor approved. But he isnt sure what could've caused it. Could've also been emotional stress that suddenly popped up recently in my life. So he just wants me to rest & forget anything but baby & I. I've never had this happen with my first two babies. Has anyone else in their late 30s physically fit, healthy, have a great pregnancy & then the last month, preterm labor pops it's ugly head out and you are put to either bed rest or certain activities have to stop that you've always done? How did you continue to prepare your body for labor. As far as prenatal exercises? Safe for baby and you.