It may take a few encounters to get her thinking about you in a romantic sense, if at all - and so you have to play it cool.
Pay her attention when it's appropriate to do so, but never slavishly. Remember that the EYES tell the whole story when it comes to women…
Let's face it, gyms will probably never be the ideal environment for meeting women, but these simple ideas may give you a better chance to make a play within a poor situation now and then.
Some of you will be better at this than others, what can I say?
I've hit the wall on my old schedule, I need a change-up." And so there you've served up a nice little personalized compliment that's relevant to the situation AND to her - and is immediately working to spark her up with some genuine admiration.
Plus, your remark makes sense to her in this particular situation - it's not just some canned line.
About the only non-intrusive thing you CAN do is make solid eye contact wherever possible and quickly shoot them a friendly smile, without actually saying anything (since she can't hear anyway).
If you get a good return look from her then you might have a play, but I usually store these up and wait to act on a similar positive read next time, not immediately.
a random encounter at a water cooler or while waiting to get on a particular machine, etc. For instance, if you observe a chick who warms up with an elaborate floor routine that's focused on her abs, then create note of it.