Will they come out and say they are a couple? People.com tell us that It wasn’t anything like their recent rockin’ date night on Broadway, but on Sunday night, Cameron Diaz and Alex Rodriguez squeezed in some more time together – or at least tried.

Arriving separately at his teammate CC Sabathia’s 30th birthday bash at New York’s 40/40 Club, the couple strategically steered clear of one other and any prying eyes. In fact, Diaz, 37, slipped in and out through the side door while the Yankees slugger, 34, used the front entrance.

“It was obvious that they were deliberately avoiding each other,” a source told PEOPLE. “The two of them seemed hyper-aware that everybody was staring at them, waiting for them to interact.”

Without any private rooms at the venue, the couple resorted to keeping a distance but “were within each other’s eyesight the entire night,” adds the source.

And even without some alone time with her beau, Diaz seemed to be having fun. Later, when club owner Jay-Z joined the festivities with wife Beyoncé, the actress chatted with the singer and the Yankee wives, in addition to hitting the dance floor.

“She danced all night long,” says the source. “She wasn’t hiding.”