Before revision: This note gives a simple construction of the pathwise stochastic integral \int_0^t\phi d\omega for a continuous integrand \phi and continuous price path \omega  .
After revision: This note gives a simple construction of the pathwise stochastic integral \int_0^t\phi d\omega for a continuous integrand \phi and continuous price path \omega as integrator. A basic version of It\^o's lemma shows that this definition agrees with F\"ollmer's .