Caffeine also affects other aspects of your baby's health. It is known to increase your baby's heart rate and may affect how much he moves in utero. Because caffeine is a diuretic, it can also affect the nutrition your baby receives from you. Caffeine intake may cause you to absorb less iron and calcium from foods, a possible detriment to your baby's overall fetal development.
                      Case Study   
source:
 http://www.epigee.org/pregnancy/caffeine.html       

Recent studies have focused on the effects of coffee intake during pregnancy. A large-scale Danish study polled more than 80,000 pregnant women regarding their coffee intake. This study found that women who drank large amounts of coffee during pregnancy were more likely to experience a miscarriage. Women who drank more than 2 cups of coffee a day had a slightly increased risk of miscarriage, while those that drank 8 or more cups experienced a 59% increase. This is why it is so important to watch your caffeine intake during pregnancy.

In that study, researchers in the U.K. reported that the 5-year-old children of women who drank up to one to two alcoholic drinks per week or per occasion while pregnant were not at an increased risk of behavioral or cognitive problems. The authors noted, however, that its possible that developmental problems linked to maternal drinking could emerge later in childhood. They are planning a follow-up study to monitor the children as they grow older.