I seem to recall seeing this proof in the past, but we used the Schr$\ddot{o}$der-Bernstein Thm. to prove it. I know he mentioned it in class, but is that legitimate to use since we have not actually proven that theorem?
If it is fair game, then I would start by letting $(a,b)$ be the open unit interval and $[a,b]$ be the closed unit interval, noting that $a < b $.
Then constructing a function mapping $(a,b) \rightarrow [a,b]$ would be a matter of using the identity function, since $(a,b) \subset[a,b]$.
Hence, $f(x) = x$ for all $x \in (a,b)$.
Since $f(x_1) =f(x_2)$ implies that $x_1 = x_2$, then $f$ is one-to-one.
The trickier part is mapping $[a,b] \rightarrow (a,b)$. I am not sure how to do this part without some research and thought, but once you get a one-to-one mapping this direction, the theorem states that the two sets have the same cardinality.