It is tricky because it may depend on what type of exercise you are doing and your blood sugars ahead of time- so it depends.
Sometimes I keep my pump on (for cycling) and I take it off for kickboxing. You could be going high after a workout for a couple of reasons: missed basal or adrenaline. I am not a doctor or anything, but I will just share what I have learned.
My blood sugars tend to go high after a workout when I do anaerobic type of exercising where my body releases too much adrenaline or when I take off my pump for an hour and then not having the basal for an hour catches up to me later (usually 1 1/2 to 2 hours later) so I try to limit the time amount of anaerobic exercise and when I take off my pump and put it back on, I try to bolus right away maybe 1/2 of what I would have gotten when it was on.
I have different strategies for different things. Like I will tell you what happened yesterday.
Note: I take my blood sugar before and after class .
I did my normal one hour of spinning (cycling class) For this class, I have figured out that I keep my pump on with all of my same rates and eat a balance bar right before class (22 carbs) and I don't take any insulin for it. Sometimes in the middle of class I have to pop a glucose tab or two. This usually works really well because the carbs get me through class and it has some protein in it to help sustain me two hours after class so I don't crash low.
BUT yesterday, the instructor did almost all sprinting so my workout was so anaerobic that my blood sugar was high for a couple of hours after class- like 245. I had to give myself insulin after class! Be really careful about doing that! It was so anaerobic or we did so much sprinting where I knew my body was releasing adrenaline and was thinking to myself, I bet I am going to be high and sure enough I was! Adrenaline works against your insulin. So it probably would have been wiser for me to just do a workout where I was consistently in my target heart rate zone instead of taking it anaerobic so long.
That is just one example. The best thing is to keep a log of when you are exercising and figure out what strategy works best for you. Like the one for cycling USUALLY works for me, but it didn't quite work right yesterday, but that is the way it goes- at least my heart got a good workout and I didn't pass out on my bike.