pregnancy and work

I am 37 weeks pregnant with my first. I am EXTREMELY active working as a fitness instructor and ballet teacher. I have worked full time throughout the whole pregnancy and I planned to work full time up until the end of march. Last week I was 2cm dilated and the doctor said he predicted that I would deliver in the next two weeks or so. I went back in today and I was 4cm dilated!!! I'm not having any contractions but he suggested cutting back on work this week and next. He said it is one thing for the baby to come naturally and not force it but exercise can help delivery happen sooner. My question: my bosses have planned for me to continue you work up until next week but quite frankly I'm not sure I can do another two weeks of full time work. Should I tell them today that I'll need to cut back starting next week? Or just stick it out this week and next?