Danny, it is west of Tradewinds. It is on the edge of Sosua as you go toward the Tradewinds. Big sign on the corner where you turn to go to gym. You can't miss it. You can also see the gym from the road and it, too, has a big sign on it.
The asking price is RD$700/month if you want to use the treadmills and bikes downstairs plus the machines upstairs. If just the machines, RD$500. First time you go, you pay double as an initiation fee, but just the price quoted above after that.
I'm there most days around 11am.