If your blood sugar is above 250mg/dL (that's 13.9 to us Brits), you should test for ketones. If they are present, you should give a correction and wait till the ketones disappear. If you exercise with ketones, your body can't use energy from carbs, as there isn't enough insulin, and body fat will be used instead, leading to even higher ketones. (Probably you wouldn't feel like exercising anyway!)