"I was hardly making mistakes in the first set. I have to figure out a way to continue that tennis for more than one set, and I'm definitely going to go back and watch the film," Williams said.
According to the WTA, the most wins Williams previously had going into the summer hardcourt season was 38 in 2003.
In the day's other semifinal, Sweden's Johanna Larsson came from behind to overpower Italy's Flavia Pennetta 2-6, 6-3, 6-4.
Williams will meet the home favorite Larsson in Sunday's final. Williams will be going for her seventh title of the year and 53rd of her career, while Larsson will be chasing her first-ever title.