I don't think Java has a mecanism for that. What you could do is "register" each implementing class on a ExerciseMovementRegister which could give you a list of the classes. This would need to be done in a static block (which is not ideal). Creating objects for them is then trivial (pseudo-code, not compiled!):
List<Class<? extends ExerciseMovement>> exerciseClasses = ExerciseMovementRegister.getClasses();
for(Class klass: exerciseClasses) {
ExerciseMovement move = (ExerciseMovement) klass.newInstance();
move.start();
}