Don't know what to think

I had my 37 week appointment today and don't know whether or not to be concerned. Baby has been measuring at 35 weeks since week 33. And my i hadn't gained any weight for a month and this week I lost a pound. I could hear the nurses talking to my midwife about it outside the door and they seemed concerned. I asked my midwife if it was a concern and she didn't really give me a yes or no answer she just ask if I had changed my diet or started eating less (which I haven't) and told me she'd like to see me gain some weight. She did say baby's heartbeat was perfect.