Anemia during pregnancy?

Hey everyone, my midwife has just noticed that my haemoglobin levels are very low (94) and that I have become anaemic... I will be starting iron supplements today, but was wondering what would possibly happen if I were to go into labor now with my iron levels the way they are? She said she might have to send me to another hospital, but I don't get to discuss details until Monday =S Oh, I am also nearly 37 weeks pregnant