"I am sleeping in my room."
Translation:Ich schlafe in meinem Zimmer.
It's dative because "schlafen" doesn't imply motion.
in + [no movement] = meinem (dative case)
I know this is two years old... but I'll just leave this here. The usage of 'in' my bed combined with no movement makes it dative.
From Duolingo: If there's no movement or if there's movement within a certain place, use the dative case. https://www.duolingo.com/skill/de/Dative-Prepositions