Sorry to hear about this. I don't want to blame the girl - she might not know what she really wants right now and I'm sure she didn't mean to intentionally hurt you. I came out of a long serious relationship myself just 2 days ago and it's tough to think about dating anyone else right now, but at the same time it's tough to be alone too.
On the positive side - if she was going to return to her ex, it's better now then after you get more serious. Now you can focus on the exercise and then find somebody new who'll be wowed by your strength.