Should I approach women at the gym?

I'm a regular at the gym and everytime I go I see some pyt always working out. I want to talk to them but a lot of time a lot of other men are staring at them which I know makes them probably feel uncomfortable. So I put myself in their shoes and just leave them be. Is it better that I don't try to talk to women, approach women at the gym? I know most likely they just want a good workout and don't want to be bothered. If I do approach them how should you, what should I say?
Should I approach women at the gym?
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