Henderson hit six birdies, one bogey and an eagle on the par-five 14th during her spectacular second round.
World number one Lydia Ko, who was the overnight leader after carding a first round 67, did not enjoy the same amount of success in her second round as she finished with a 72.
Ko hit pars on all her holes, except for the 13th, where she sunk a birdie, and the second, where she got a bogey.
Joining Ko in fifth place on the leaderboard is Min Seo Kwak, Julieta Granada and Ha Na Jang.
Min hit five birdies, including three in a row from the first to third hole. Granada carded four birdies and a bogey, while Jang finished with four birdies and three bogeys.
Sitting two shots behind Henderson in second place is South Korea's Na Yeon Choi, who followed her first round 69 with a 68.
During her excellent second round, Choi hit three birdies, a bogey and an eagle on the 14th as well.
Just one stroke behind her is Japan's Sakura Yokomine and China's Yueer Cindy Feng.
Yokomine ended up with five birdies during her second round 67, while Feng sunk six birdies and two bogeys as she finished with a 68.
Meanwhile, world number two Inbee Park did improve slightly from her first round 73 as she recorded a 71 on Friday, which included three birdies and a double bogey on the par-four 10th.