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The first thing you need to do is speak with your physician. Once he/she says you can begin an exercise program, keep in mind that it may take some time for you to reach your goals. Remember that consistency is the key to success. Count how many times you can perform an exercise before you feel somewhat out of breath.  For example, for leg-lifts start out with three and go from there if you do not feel winded. Once you feel a little winded, you have reached the number of repetitions you should begin with. Then you can slowly move forward from that number. Again, remember if at any time you feel winded do not add any more leg-lifts. If an exercise relies on length of time rather than repetitions, make sure you have a watch or clock nearby so you can determine how long you can do the exercise for before becoming winded.  Once you have an idea, you can use an alarm/timer on your cell phone to time yourself. This is a great way to avoid looking at the clock continuously. You will also be able to keep track of how well you are doing and know if you are ready to add a little more time. You need to warm-up before your exercises and then cool-down afterwards. This is a great time for stretching. Never bounce while you stretch. You just want to feel a slight pulling sensation, nothing too intense. Here are some good warm-up exercises you can do:  Shoulder shrugs: Sit up straight and slowly lift your shoulders up toward your ears. Slowly put your shoulders back down. Repeat 4 times. Head turns: Sit up straight and slowly turn your head to the right, then slowly turn your head to the left, stopping in the center. Repeat 4 times. Marching on the spot: Stand up straight and place your feet a hip width apart from one another. March in place for one minute. Doing an activity like cardio or aerobics can lead to a significant increase in lung capacity and stamina, due to the increased demand for oxygen. Any high intensity form of exercise performed for 30 minutes is recommended.  Walking is a great form of aerobic exercise. You can use a treadmill or walk around your neighborhood Ride a stationary bicycle Take a water aerobics class at your local health club – this is especially beneficial for people with COPD and asthma because the air is usually warm and moist. Go swimming at a local pool. Exercises done in water are very beneficial as the water provides resistance, increasing the workload Since more energy and oxygen is required, lung capacity increases. High altitude trekking or camping is another way to improvise lung capacity. Since higher altitudes have less oxygen, it becomes more difficult for the lungs to cope.  This causes a shift in the body's normal mechanism, therefore causing the red blood cells to hold as much as oxygen s they can by increasing the haemoglobin. This helps in developing lung capacity. This slows your heart rate causing the lungs to oxygenate more blood, thereby increasing the capacity of the lungs. When you are performing any type of exercise, you should take a rest if you start to feel breathless. The ideal position is to sit in a chair that supports your shoulders and remain there until you are breathing normally again. Some effective cool down exercises include:  Chest stretch: Stand up straight and put your hands behind your back. Clasp your hands together. Pull your shoulders back while simultaneously pulling your elbows together.You should feel a slight stretch in your chest. If you feel more than a slight stretch, you are leaning too far back. Backstretch:Sit down in a chair and clasp your hands together in front of you. Lean forward while arching your back like a cat. If you feel more than a slight stretch between your shoulder blades, you are leaning too far forward. Try to hold the stretch for 10 to 20 seconds.
Talk to your physician before starting an exercise routine. Determine how many repetitions you should be doing. Figure out how long you should be exercising for. Do warm-up exercises. Practice cardio exercises. Join water aerobics. Try exercising at high altitudes. Splash some water on your face while working out. Know when to take a break. Do cool down exercises.