Dr John Campbell talked about this in one of his early videos. He said that for SARS and MERS there was a risk of miscarriage, and that pregnant women didn't seem to be able to mount strong enough immune responses to the viruses.
Covid-19 is a coronavirus, as are SARS and MERS, so he had a question mark on how pregnant women might be affected by it.
I am not up to date on his videos, so I can't say for sure if there are studies going over outcomes for pregnant women. I think if there was anything too worrying it would probably have got into the media by now. So this coronavirus might not impact pregnant women in the way SARS and MERS do...but it's like having a single small sip of alcohol probably isn't going to damage the fetus, but most pregnant women still tend to avoid alcohol out of an abundance of caution.
So it's probably best for a pregnant woman to speak with her doctor (whatever the pregnant woman's specialist is called in North America?) and see if they've been looking through the journals for anything specific to pregnancy, and what advice they have.