There is apparently a danger of small parasites known as Schistosomiasis, a type of tapeworm or snail. Otherwise known as "swimmers itch" or "snail fever" it's found in a lot of countries. There's a few different types but the one in Egypt effects the intestines and causes diarrhea, stomach ache, itchiness, cough, fever and fatigue. To prevent it, they say to try medicinal oral castor oil and once diagnosed it is easily treated by a doctor.
Just not to swim inside the downtown I recommend you to swim in the northen coast as its better/cleaner/and less harrasement to people.
you can also go to Montaza to swim but not to swim in Bahari/Sedi Beshr/Sedi Gaber/Miami.ITS VERY CROWDED.