Generally, high intensity exercise will push BGs up. High intensity exercise causes your body to produce the hormones adrenaline and cortisol (the latter a stress hormone), both of which cause an increase in BGs.
Two things you can do:
1. Log the activity and your before and after BGs then next time you do the exercise, inject insulin. You will be more insulin sensitive during exercise so inject about half the insulin you normally would.
2. Opt for lower intensity exercise, that will require glucose intake and not insulin.