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If your confidence is at an all time high, you definitely don't need to focus so much on the outer game "how to approach" part of this. In fact, it never really matters how you approach someone because first impressions are NOT as important as most people think. You can even use negative first impressions to your advantage when it comes to pickup and seduction.
Don't think too much about it. Just talk to her, be friendly, and let the sparks fly. Listen to your balls and you can't go wrong.
Thanks man! I may give it a couple more appearances before I approach her. My confidence is high but Ive never picked up at a gym before, always worried about having to see them there afterwards especially if the response is negative.