Thanks for posting your query,
It might be soft tissue injury
Without X-ray, it is difficult to differentiate a fracture from others. I suggest you to consult an orthopaedician nearby for a detailed examination. You may get the X-ray of the area affected under his/her guidance(With Xray gaurd as you are pregnant).
In the interim,beside icing, elevate the limb to reduce pain and swelling. Avoid liftting weight and rest well.
I hope this information has been both informative and helpful
You can consult me again directly through my profile http://www.healthcaremagic.com/doctors/dr-saurabh-gupta/64132
Dr Saurabh Gupta.