Exercise usually has the potential to make your blood sugar dip, not increase, but read this article about monitoring blood sugar during exercise for more information. Hope it helps you!
http://www.medhelp.org/diabetes/articles/Get-Ready-to-Exercise/1883
You can also find this in the app by going to the home screen, and clicking the menu bar in the upper left corner. Tap Health Guide, then scroll to Move More. Scroll down for this and other articles related to diabetes and fitness.